Interest rate derivatives for the fractional Cox-Ingersoll-Ross model.
- Published in:
- Algorithmic Finance, 2023, v. 10, n. 1/2, p. 53, doi. 10.3233/AF-220467
- By:
- Publication type:
- Article
Works matching IS 21585571 AND DT 2023 AND VI 10 AND IP 1/2
Results: 4
1
2
Graph embedded dynamic mode decomposition for stock price prediction.
- Published in:
- Algorithmic Finance, 2023, v. 10, n. 1/2, p. 39, doi. 10.3233/AF-220432
- By:
- Publication type:
- Article
3
How smart is a momentum strategy? An empirical study of Indian equities.
- Published in:
- Algorithmic Finance, 2023, v. 10, n. 1/2, p. 21, doi. 10.3233/AF-220399
- By:
- Publication type:
- Article
4
Computation of financial risk using principal component analysis.
- Published in:
- Algorithmic Finance, 2023, v. 10, n. 1/2, p. 1, doi. 10.3233/AF-220339
- By:
- Publication type:
- Article