爆裂
发表于 2025-3-21 19:14:52
书目名称Asymptotic Chaos Expansions in Finance影响因子(影响力)<br> http://figure.impactfactor.cn/if/?ISSN=BK0163791<br><br> <br><br>书目名称Asymptotic Chaos Expansions in Finance影响因子(影响力)学科排名<br> http://figure.impactfactor.cn/ifr/?ISSN=BK0163791<br><br> <br><br>书目名称Asymptotic Chaos Expansions in Finance网络公开度<br> http://figure.impactfactor.cn/at/?ISSN=BK0163791<br><br> <br><br>书目名称Asymptotic Chaos Expansions in Finance网络公开度学科排名<br> http://figure.impactfactor.cn/atr/?ISSN=BK0163791<br><br> <br><br>书目名称Asymptotic Chaos Expansions in Finance被引频次<br> http://figure.impactfactor.cn/tc/?ISSN=BK0163791<br><br> <br><br>书目名称Asymptotic Chaos Expansions in Finance被引频次学科排名<br> http://figure.impactfactor.cn/tcr/?ISSN=BK0163791<br><br> <br><br>书目名称Asymptotic Chaos Expansions in Finance年度引用<br> http://figure.impactfactor.cn/ii/?ISSN=BK0163791<br><br> <br><br>书目名称Asymptotic Chaos Expansions in Finance年度引用学科排名<br> http://figure.impactfactor.cn/iir/?ISSN=BK0163791<br><br> <br><br>书目名称Asymptotic Chaos Expansions in Finance读者反馈<br> http://figure.impactfactor.cn/5y/?ISSN=BK0163791<br><br> <br><br>书目名称Asymptotic Chaos Expansions in Finance读者反馈学科排名<br> http://figure.impactfactor.cn/5yr/?ISSN=BK0163791<br><br> <br><br>
原告
发表于 2025-3-21 22:31:38
Volatility Dynamics for a Single Underlying: Foundationship between . (SInsV) and . (SImpV) models, in the simple case of a single underlying, and when the endogenous driver is scalar. We discuss both the inverse (or recovery) and the direct problem, initially limiting the asymptotic expansion to its lowest order, which we call the .. We illustrate these
instate
发表于 2025-3-22 02:33:33
Volatility Dynamics for a Single Underlying: Advanced Methodsctical and/or some mathematical interest. First we describe the generic ACE methodology solving the direct problem at an arbitrary order. We then apply this algorithm to compute meaningful IATM differentials, all located within the second and third layers, which we can then exploit and interpret. Ne
小隔间
发表于 2025-3-22 08:09:15
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无辜
发表于 2025-3-22 11:39:06
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SEMI
发表于 2025-3-22 16:02:30
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婚姻生活
发表于 2025-3-22 18:32:23
Implied Dynamics in the SV-LMM FrameworkStochastic Volatility Libor Market Model (SV-LMM). As in Chap. ., our main focus is to solve the direct problem (generating the smile’s shape and dynamics from the model specification) up to the first layer (which includes the smile’s curvature and slope). We target some of the most liquid option ty
indices
发表于 2025-3-22 23:25:04
Conclusionplicit and non-arbitrable connection between some of the SV model classes, which are capable of describing the joint dynamics of an underlying and of its associated European options. That connection could be approximate, provided that its precision was known and if possible controllable. We also dem
大漩涡
发表于 2025-3-23 04:36:01
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聋子
发表于 2025-3-23 07:48:58
978-1-4471-6505-7Springer-Verlag London 2014