Subject
Information Systems and Management,Management Science and Operations Research,Modeling and Simulation,General Computer Science,Industrial and Manufacturing Engineering
Reference57 articles.
1. An empirical investigation of continuous-time equity return models;Andersen;Journal of Finance,2002
2. Semi-analytical prices for lookback and barrier options under the Heston model;Aquino;Decisions in Economics and Finance,2019
3. Closed-form variance swap prices under general affine GARCH models and their continuous-time limits;Badescu;Annals of Operations Research,2019
4. Revisions to the Basel II market risk framework;Basel Committee on Banking Supervision,2009
5. Assessing financial model risk;Barrieu;European Journal of Operational Research,2015
Cited by
3 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献