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Alternatives to Black‐76 Model for Options Valuations of Futures Contracts
Swishchuk, Anatoliy
;
Roldan‐Contreras, Ana
;
Soufiani, …
- In:
Wilmott
2021
(
2021
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114
,
pp. 40-49
Persistent link: https://www.econbiz.de/10012633578
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Multivariate General Compound Hawkes Processes and their Applications in Limit Order Books
Guo, Qi
;
Swishchuk, Anatoliy
- In:
Wilmott
2020
(
2020
)
107
,
pp. 42-51
Persistent link: https://www.econbiz.de/10012274334
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