博客來-Financial Models with Levy Processes and Volatility Clustering
خرید و قیمت دانلود کتاب Financial Models with Levy Processes and Volatility Clustering | ترب
Mathematics | Free Full-Text | A Novel Methodology to Calculate the Probability of Volatility Clusters in Financial Series: An Application to Cryptocurrency Markets
Pricing Vulnerable European Options under Lévy Process with Stochastic Volatility
Mathematics | Free Full-Text | A Novel Methodology to Calculate the Probability of Volatility Clusters in Financial Series: An Application to Cryptocurrency Markets
PDF) A Novel Methodology to Calculate the Probability of Volatility Clusters in Financial Series: An Application to Cryptocurrency Markets
JRFM | Free Full-Text | News-Driven Expectations and Volatility Clustering
Financial Models with Levy Processes and Volatility Clustering | Wiley
Self-similar processes and their relation to Lévy processes and... | Download Scientific Diagram
Statistical estimation of Lévy-type stochastic volatility models
Stable distribution - Wikipedia
PDF) The modified tempered stable distribution, GARCH models and option pricing | Svetlozar Rachev - Academia.edu
PDF) Financial market models with Lévy processes and time-varying volatility | Frank Fabozzi - Academia.edu
Lab | Volatility clustering: GARCH and stochastic volatility models
Modeling price clustering in high-frequency prices: Quantitative Finance: Vol 22, No 9
Financial Models with Levy Processes and Volatility Clustering - St Rachev - Bok (9780470482353) | Bokus
JRFM | Free Full-Text | News-Driven Expectations and Volatility Clustering
JRFM | Free Full-Text | Equity Option Pricing with Systematic and Idiosyncratic Volatility and Jump Risks
JRFM | Free Full-Text | News-Driven Expectations and Volatility Clustering
Statistical methods for financial models driven by Lévy processes - Part II: Empirical evidence and models
PDF) Option pricing with time-changed Lévy processes | Zari Rachev - Academia.edu
Moment based estimation of supOU processes and a related stochastic volatility model
