On the Price of Risk Under a Regime Switching CGMY Process.
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- Asia-Pacific Financial Markets, 2016, v. 23, n. 4, p. 305, doi. 10.1007/s10690-016-9219-5
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Works matching IS 13872834 AND DT 2016 AND VI 23 AND IP 4
Results: 3
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2
Speculative Futures Trading under Mean Reversion.
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- Asia-Pacific Financial Markets, 2016, v. 23, n. 4, p. 281, doi. 10.1007/s10690-016-9215-9
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3
An Asymptotic Expansion for Forward-Backward SDEs: A Malliavin Calculus Approach.
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- Asia-Pacific Financial Markets, 2016, v. 23, n. 4, p. 337, doi. 10.1007/s10690-016-9220-z
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