Pages that link to "Item:Q3577152"
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The following pages link to Applications of Gram–Charlier expansion and bond moments for pricing of interest rates and credit risk (Q3577152):
Displaying 5 items.
- Option pricing where the underlying assets follow a Gram/Charlier density of arbitrary order (Q318379) (← links)
- A \textit{meta}-measure of performance related to both investors and investments characteristics (Q2151684) (← links)
- Ai algorithms for fitting GARCH parameters to empirical financial data (Q2162984) (← links)
- Asymptotic expansion formula of option price under multifactor Heston model (Q2398581) (← links)
- Gram–Charlier methods, regime-switching and stochastic volatility in exponential Lévy models (Q5079360) (← links)