Results 81 to 90 of about 592,058 (280)
A dynamic perspective on depressive symptoms during the first year postpartum. [PDF]
J Psychopathol Clin Sci, 2023 Winstone-Weide LK +3 more
europepmc +1 more source
On cross-currency models with stochastic volatility and correlated interest rates [PDF]
We construct multi-currency models with stochastic volatility and correlated stochastic interest rates with a full matrix of correlations. We frst deal with a foreign exchange (FX) model of Heston-type, in which the domestic and foreign interest rates ...
Grzelak, Lech, Oosterlee, Kees
core +1 more source
Large deviations for the extended Heston model: the large-time case
, 2013 We study here the large-time behaviour of all continuous affine stochastic volatility models (in the sense of Keller-Ressel) and deduce a closed-form formula for the large-maturity implied volatility smile.
Jacquier, A, Mijatovic, A
core +1 more source
Radical Pluralization: Mobilizing the Multiple Self in Democratic Engagements
Constellations, EarlyView.
Hans Asenbaum, Taina Meriluoto
wiley +1 more source