Pages that link to "Item:Q2798761"
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The following pages link to Change of Time Methods in Quantitative Finance (Q2798761):
Displayed 5 items.
- Modeling the number of hidden events subject to observation delay (Q1740546) (← links)
- On stochastic control for time changed Lévy dynamics (Q2089015) (← links)
- Variance swaps, volatility swaps, hedging and bounds under multi-factor Heston stochastic volatility model (Q4986444) (← links)
- Affine term structure models: A time‐change approach with perfect fit to market curves (Q6054424) (← links)
- CBI-time-changed Lévy processes (Q6116556) (← links)