The Evaluation of Derivatives of Double Barrier Options of the Bessel Processes by Methods of Spectral Analysis

Calibration of Dupire local volatility model using genetic algorithm of optimization

Схоже за: Stochastic processes and financial applications · Material Science and Thermodynamics

Discussion issues of classification of financial lever

Схоже за: Stochastic processes and financial applications · Material Science and Thermodynamics

Finding the derivative price using the Vasicek model with multidimensional stochastic volatility

Схоже за: Stochastic processes and financial applications · Material Science and Thermodynamics

Approximation of multifractional Brownian motion by absolutely continuous processes

Схоже за: Stochastic processes and financial applications

Wick calculus in Gaussian analysis

Схоже за: Stochastic processes and financial applications

Stochastic representation and path properties of a fractional Cox–Ingersoll–Ross process

Схоже за: Stochastic processes and financial applications