尊严
发表于 2025-4-1 05:39:02
Option Pricing,sual delta replication. To turn this general scheme into a practical tool, a small time step expansion is performed, leading to efficient Monte Carlo simulations. In principle, the option prices depend on the risk preference of the issuers and are not unique. Yet, the small time expansion shows that
闹剧
发表于 2025-4-1 08:37:09
Book 2013thor introduces a broad range of processes and evaluates them systematically against the benchmark, summarizing the successes and limitations of these models from an empirical point of view. The outcome is that only multiscale ARCH processes with long memory, discrete multiplicative structures and n
Transfusion
发表于 2025-4-1 10:48:26
Discrete Time Series, Processes, and Applications in Finance
Deject
发表于 2025-4-1 14:31:46
J. Esteban Varela M.D.,Albert J. Varon M.D.ulticomponent ARCH processes. Several variations of the multicomponent processes are studied, with a trade-off between simplicity and analytical computations versus more accurate stylized facts. In particular, these processes can reproduce the long memory observed in the empirical data. The mug shot