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~institution:"World Scientific Publishing Co. Pte. Ltd."
~subject:"Forward and Futures in Energy Markets"
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Search: subject:"fractional Brownian motion"
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Forward and Futures in Energy Markets
COGARCH Stochastic Volatility
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Change of Time
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Correlation Swaps
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Covariance
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Delayed Heston Model
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Energy Markets
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Levy-Based Stochastic Volatilities with Delay
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Multi-Factor Stochastic Volatilities Models
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Option Pricing
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Regime-Switching Stochastic Volatilities
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Semi-Markov Stochastic Volatilities
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Stochastic Volatilities with Delay
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Stochastic Volatility Driven by Fractional Brownian Motion
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Swishchuk, Anatoliy
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World Scientific Publishing Co. Pte. Ltd.
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Modeling and Pricing of Swaps for Financial and Energy Markets with Stochastic Volatilities
Swishchuk, Anatoliy
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World Scientific Publishing Co. Pte. Ltd.
the COGARCH(1,1) Model</li> <li>Variance and Volatility Swaps for Volatilities Driven by
Fractional
Brownian
Motion
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