Results 171 to 180 of about 127,087 (242)

Estimation of State Space Models and Stochastic Volatility

, 2012
Miller Lira, Shirley
openalex   +1 more source

Modelling the volatility of commodities prices using a stochastic volatility model with random level shifts

, 2016
Dennis Alvaro, Ángel Guillén, Gabriel Rodrı́guez   +2 more
openalex   +2 more sources

Distribution Approach to Local Volatility for European Options in the Merton Model with Stochastic Interest Rates. [PDF]

Entropy (Basel)
Nowak P, Gatarek D.
europepmc   +1 more source

Analytic solutions of variance swaps for Heston models with stochastic long-run mean of variance and jumps. [PDF]

PLoS One
Fu J.
europepmc   +1 more source

Pricing of geometric Asian options in the Volterra-Heston model. [PDF]

Rev Deriv Res (Dordr)
Aichinger F, Desmettre S.
europepmc   +1 more source

Multi-objective stochastic model optimal operation of smart microgrids coalition with penetration renewable energy resources with demand responses. [PDF]

Sci Rep
Abdolahzadeh A, Hassannia A, Mousavizadeh F, Tolou Askari M.   +3 more
europepmc   +1 more source

Reinsurance-investment game between two α-maxmin mean-variance insurers. [PDF]

PLoS One
Zhang Q, Zhou G, Fu J.
europepmc   +1 more source

Pricing and hedging exotic options in stochastic volatility models [PDF]

, 2013
Zhanyu Chen
openalex  

Cause-and-effect relationships in a nonlinear model of Bitcoin's energy use and price volatility effect. [PDF]

PLoS One
Zournatzidou G.
europepmc   +1 more source

A Quasi-Monte Carlo Method Based on Neural Autoregressive Flow. [PDF]

Entropy (Basel)
Wei Y, Xi W.
europepmc   +1 more source