Wind power production modeling with CBI processes.
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- Frontiers of Mathematical Finance, 2025, v. 4, p. 1, doi. 10.3934/fmf.2025003
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Works matching IS 27696715 AND DT 2025 AND VI 4
Results: 6
1
2
Detecting discrete processes with the Epps effect.
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- Frontiers of Mathematical Finance, 2025, v. 4, p. 1, doi. 10.3934/fmf.2025002
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- Article
3
Sequential optimal contracting in continuous time.
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- Frontiers of Mathematical Finance, 2025, v. 4, p. 1, doi. 10.3934/fmf.2025001
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- Article
4
Failure of Fourier pricing techniques to approximate the Greeks.
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- Frontiers of Mathematical Finance, 2025, v. 4, p. 1, doi. 10.3934/fmf.2024022
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- Publication type:
- Article
5
Risk management of stock portfolios with jumps at exogenous default events.
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- Frontiers of Mathematical Finance, 2025, v. 4, p. 1, doi. 10.3934/fmf.2024019
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- Article
6
Unmasking stochastic volatility in discontinuous continuity approximations and extracting $ VIX $ optionality directly from $ SPX $ implied volatilities.
- Published in:
- Frontiers of Mathematical Finance, 2025, v. 4, p. 1, doi. 10.3934/fmf.2024010
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- Publication type:
- Article