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THEORY AND CALIBRATION OF SWAP...
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Stochastic process
Theorie
111
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111
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61
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61
Nichtparametrisches Verfahren
53
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53
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36
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34
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34
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29
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29
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27
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25
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25
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23
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Scaillet, Olivier
24
Medvedev, Alexey
8
Topaloglou, Nikolas
7
Arvanitis, Stelios
4
Cheng, Peng
2
Lesne, Jean-Philippe
2
Prigent, Jean-Luc
2
Treccani, Adrien
2
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2
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1
Cuccio, Davide
1
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1
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1
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1
Huang, Jing-Zhi
1
Huang, Zhijian
1
Huang, Zhiyong
1
Leblanc, Boris
1
Lesne, J. P.
1
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1
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8
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Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
3
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ECONIS (ZBW)
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Stability analysis for uncertain differential equation by Lyapunov's second method
Huang, Zhiyong
;
Zhu, Chunliu
;
Gao, Jinwu
- In:
Fuzzy optimization and decision making : a journal of …
20
(
2021
)
1
,
pp. 129-144
Persistent link: https://www.econbiz.de/10012487848
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2
Sequential learning of cryptocurrency volatility dynamics : evidence based on a stochastic volatility model with jumps in returns and volatility
Huang, Jing-Zhi
;
Huang, Zhijian
;
Xu, Li
- In:
The quarterly journal of finance
11
(
2021
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012649885
Saved in:
3
A correction note on the first passage time of an Ornstein-Uhlenbeck process to a boundary
Leblanc, Boris
;
Renault, Olivier
;
Scaillet, Olivier
- In:
Finance and stochastics
4
(
2000
)
1
,
pp. 109-111
Persistent link: https://www.econbiz.de/10001486629
Saved in:
4
Convergence of discrete time option pricing models under stochastic interest rates
Lesne, Jean-Philippe
;
Prigent, Jean-Luc
;
Scaillet, Olivier
- In:
Finance and stochastics
4
(
2000
)
1
,
pp. 81-93
Persistent link: https://www.econbiz.de/10001487041
Saved in:
5
Convergence of discrete time option pricing models under stochastic interest rates
Lesne, Jean-Philippe
;
Prigent, Jean-Luc
;
Scaillet, Olivier
-
1998
Persistent link: https://www.econbiz.de/10000997340
Saved in:
6
Convergence of discrete time option pricing models under stochastic interest rates
Lesne, J. P.
;
Prigent, J. L.
;
Scaillet, O.
-
1998
Persistent link: https://www.econbiz.de/10001363446
Saved in:
7
A simple calibration procedure of stochastic volatility models with jumps by short term asymptotics
Medvedev, Alexey
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001825737
Saved in:
8
Linear-quadratic jump-diffusion modelling with application to stochastic volatility
Cheng, Peng
(
contributor
);
Scaillet, Olivier
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001790927
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9
Linear-quadratic jump-diffusion modelling with application to stochastic volatility
Cheng, Peng
(
contributor
);
Scaillet, Olivier
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001906852
Saved in:
10
A simple calibration procedure of stochastic volatility models with jumps by short term asymptotics
Medvedev, Alexey
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001864584
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