The term structure of implied correlations between S&P and VIX markets.
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- Frontiers of Mathematical Finance, 2025, v. 5, p. 1, doi. 10.3934/fmf.2025005
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Works matching IS 27696715 AND DT 2025 AND VI 5
Results: 6
1
2
Portfolio optimization in a multivariate jump-diffusion model.
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- Frontiers of Mathematical Finance, 2025, v. 5, p. 1, doi. 10.3934/fmf.2025004
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- Article
3
Occupation time, quantile and rank of the Ornstein–Uhlenbeck process and their applications to mathematical finance.
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- Frontiers of Mathematical Finance, 2025, v. 5, p. 1, doi. 10.3934/fmf.2025007
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- Article
4
Filtration reduction and completeness in Brownian motion models.
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- Frontiers of Mathematical Finance, 2025, v. 5, p. 1, doi. 10.3934/fmf.2025006
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5
Efficient inverse $ Z $-transform and pricing barrier and lookback options with discrete monitoring.
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- Frontiers of Mathematical Finance, 2025, v. 5, p. 1, doi. 10.3934/fmf.2025008
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6
Capital structure and risk acceptability.
- Published in:
- Frontiers of Mathematical Finance, 2025, v. 5, p. 1, doi. 10.3934/fmf.2024020
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- Article