Testing Option Pricing Models: Complete and Incomplete Markets

Market expectation shifts in option-implied volatilities in the US and UK stock markets during the Brexit vote

Схоже за: Stochastic processes and financial applications · Market Dynamics and Volatility

Gaussian Volterra Processes as Models of Electricity Markets

Схоже за: Stochastic processes and financial applications · Capital Investment and Risk Analysis

The Optimal Time to Exchange one Asset for Another on Finite Interval

Схоже за: Stochastic processes and financial applications · Capital Investment and Risk Analysis

The Methods Bayesian Analysis of the Threshold Stochastic Volatility Model

Схоже за: Stochastic processes and financial applications · Market Dynamics and Volatility

Distributed Time Delay Goodwin's Models of the Business Cycle

Схоже за: Stochastic processes and financial applications · Capital Investment and Risk Analysis

Testing option pricing models: complete and incomplete markets

Схоже за: Stochastic processes and financial applications · Capital Investment and Risk Analysis