The rate of convergence of option prices on the asset following a geometric Ornstein–Uhlenbeck process

On the rate of convergence of prices of barrier options with discrete and continuous time

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

On hedging European options in geometric fractional Brownian motion market model

Схоже за: Financial Markets and Investment Strategies · Stochastic processes and financial applications

CRYPTOCURRENCY VOLATILITY AND RISK MODELING: MONTE CARLO SIMULATIONS, GARCH ANALYSIS, AND FINANCIAL MARKET INTEGRATION

Схоже за: Financial Markets and Investment Strategies · Stochastic processes and financial applications

Optimal liquidation with high risk aversion and small linear price impact

Схоже за: Financial Markets and Investment Strategies · Stochastic processes and financial applications

Realized volatility estimation: new simulation approach and empirical study results

Схоже за: Financial Markets and Investment Strategies · Stochastic processes and financial applications

Should You Carry the Load? A Comprehensive Analysis of Load and No-Load Mutual Fund Out-of-Sample Performance

Схоже за: Financial Markets and Investment Strategies · Capital Investment and Risk Analysis