10

High Moment Variations and Their Application

Year:
2014
Language:
english
File:
PDF, 618 KB
english, 2014
11

Conditional correlation in asset return and GARCH intensity model

Year:
2014
Language:
english
File:
PDF, 931 KB
english, 2014
13

Recursive Formula for Arithmetic Asian Option Prices

Year:
2014
Language:
english
File:
PDF, 140 KB
english, 2014
19

Performance of Tail Hedged Portfolio with Third Moment Variation Swap

Year:
2016
Language:
english
File:
PDF, 1.05 MB
english, 2016
20

Marked Hawkes process modeling of price dynamics and volatility estimation

Year:
2016
Language:
english
File:
PDF, 1.77 MB
english, 2016