Results 81 to 90 of about 39,238 (166)

A Gamma Ornstein-Uhlenbeck model driven by a Hawkes process. [PDF]

Math Financ Econ, 2021
Bernis G, Brignone R, Scotti S, Sgarra C.   +3 more
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

Macro-financial models of Canadian dollar interest rate swap yields. [PDF]

PLoS One
Akram T, Mamun K.
europepmc   +1 more source

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

Cryptocurrency volatility markets. [PDF]

Digit Finance, 2021
Woebbeking F.
europepmc   +1 more source

African sovereign risk premia and international market assets: A relook under the COVID-19 outbreak. [PDF]

Heliyon
Amewu G, Akosah NK, Armah M.
europepmc   +1 more source

Modern finance through quantum computing-A systematic literature review. [PDF]

PLoS One
Bunescu L, Vârtei AM.
europepmc   +1 more source

When Elon Musk Changes his Tone, Does Bitcoin Adjust Its Tune? [PDF]

Comput Econ, 2022
Huynh TLD.
europepmc   +1 more source

Renewable energy and cryptocurrency: A dual approach to economic viability and environmental sustainability. [PDF]

Heliyon
Hakimi A, Pazuki MM, Salimi M, Amidpour M.   +3 more
europepmc   +1 more source