Results 141 to 150 of about 598,241 (259)

A series-form solution for pricing variance and volatility swaps with stochastic volatility and stochastic interest rate

Computers and Mathematics with Applications, 2018
Xin‐Jiang He, Song‐Ping Zhu
semanticscholar   +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

The Co-Terminal Swap Market Model with Bergomi Stochastic Volatility [PDF]

, 2018
Kenjiro Oya
openalex   +1 more source

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

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

MCGAN-a cutting edge approach to real time investigate of multimedia deepfake multi collaboration of deep generative adversarial networks with transfer learning. [PDF]

Sci Rep
Karim S, Liu X, Khan AA, Laghari AA, Qadir A, Bibi I.   +5 more
europepmc   +1 more source

Learning Financial Networks with High-frequency Trade Data. [PDF]

Data Sci Sci, 2023
Karpman K, Basu S, Easley D, Kim S.
europepmc   +1 more source

Pricing Variance Swaps Under Stochastic Volatility and Stochastic Interest Rate

, 2014
Jiling Cao, Guanghua Lian, Teh Raihana Nazirah Roslan   +2 more
openalex   +3 more sources

Uncovering the network structure of non-centrally cleared derivative markets: evidence from large regulatory data. [PDF]

Empir Econ, 2023
Zema SM.
europepmc   +1 more source

Exploring the interconnection between international crude oil and silver rates volatilities: Novel evidence from the COVID-19 pandemic. [PDF]

Heliyon
Zhou L, Gong Z, Tian L, Chen Z.
europepmc   +1 more source

Economic policy uncertainty and commodity market volatility: implications for economic recovery. [PDF]

Environ Sci Pollut Res Int, 2022
Xiao D, Su J, Ayub B.
europepmc   +1 more source