Found: 6
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Local volatility under rough volatility.
- Published in:
- Mathematical Finance, 2023, v. 33, n. 4, p. 1119, doi. 10.1111/mafi.12392
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- Publication type:
- Article
A reinforcement learning algorithm for trading commodities.
- Published in:
- Applied Stochastic Models in Business & Industry, 2024, v. 40, n. 2, p. 373, doi. 10.1002/asmb.2825
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- Publication type:
- Article
A THRESHOLD MODEL FOR LOCAL VOLATILITY: EVIDENCE OF LEVERAGE AND MEAN REVERSION EFFECTS ON HISTORICAL DATA.
- Published in:
- International Journal of Theoretical & Applied Finance, 2019, v. 22, n. 4, p. N.PAG, doi. 10.1142/S0219024919500171
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- Publication type:
- Article
Prognostic factors affecting long term outcome after liver resection for hepatocellular carcinoma: results in a series of 100 Italian patients.
- Published in:
- 1998
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- Publication type:
- journal article
Extreme at-the-money skew in a local volatility model.
- Published in:
- Finance & Stochastics, 2019, v. 23, n. 4, p. 827, doi. 10.1007/s00780-019-00406-2
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- Publication type:
- Article
Maximum likelihood drift estimation for a threshold diffusion.
- Published in:
- Scandinavian Journal of Statistics, 2020, v. 47, n. 3, p. 609, doi. 10.1111/sjos.12417
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- Publication type:
- Article