Modeling and pricing of swaps for financial and energy markets with stochastic volatilities
Year of publication: |
[2013]
|
---|---|
Authors: | Sviščuk, Anatolij |
Publisher: |
Singapore : World Scientific Publishing Company |
Subject: | Swap | Volatilität | Volatility | Finanzmathematik | Mathematical finance | Finanzmarkt | Financial market | Energiemarkt | Energy market |
Description of contents: | Table of Contents [gbv.de] ; Description [zbmath.org] |
-
Modeling and Pricing of Swaps for Financial and Energy Markets with Stochastic Volatilities.
Swishchuk, Anatoliy, (2013)
-
The Halloween effect on energy markets : an empirical study
Burakov, Dmitry, (2018)
-
Information and volatility linkages across energy and financial markets
Ding, Ashley, (2019)
- More ...
-
Quantitative and comparative analyses of limit order books with general compound hawkes processes
He, Qiyue, (2019)
-
General compound hawkes processes in limit order books
Sviščuk, Anatolij, (2020)
-
Multivariate general compound point processes in limit order books
Guo, Qi, (2020)
- More ...