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210 积分 2021-12-15 加入
The Heston–Queue-Hawkes process: A new self-exciting jump–diffusion model for options pricing, and an extension of the COS method for discrete distributions
1个月前
已完结
Double weakly singular kernels in stochastic Volterra integral equations with application to the rough Heston model
1个月前
已完结
Rate of convergence of trinomial formula to Black–Scholes formula
2个月前
已完结
Efficient valuation of guaranteed minimum maturity benefits in regime switching jump diffusion models with surrender risk
3个月前
已完结
Valuing variable annuities with path-dependent surrender guarantees under regime-switching Lévy models
3个月前
已关闭
Essays in the Theory of Risk-Bearing
6个月前
已完结
Numerical Integration of Stochastic Differential Equations
1年前
已完结
Interval‐valued Pythagorean fuzzy linguistic KPCA model based on TOPSIS and its application for emergency group decision making
1年前
已完结
High-order methods for the option pricing under multivariate rough volatility models
1年前
已完结
High-order approximation rates for shallow neural networks with cosine and ReLU activation functions
1年前
已完结
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