BAYESIAN ESTIMATION OF ASYMMETRIC JUMP-DIFFUSION PROCESSES.
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- Annals of Financial Economics, 2014, v. 9, n. 3, p. 1, doi. 10.1142/S2010495214500080
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Works matching IS 20104952 AND DT 2014 AND VI 9 AND IP 3
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ANALYSIS OF MARKET VOLATILITY VIA A DYNAMICALLY PURIFIED OPTION PRICE PROCESS.
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- Annals of Financial Economics, 2014, v. 9, n. 3, p. 1, doi. 10.1142/S2010495214500067
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3
THE "DELTA" OF THE MARGRABE FORMULA.
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- Annals of Financial Economics, 2014, v. 9, n. 3, p. 1, doi. 10.1142/S2010495214500079
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