Original Research
Published on 14 Jul 2015
Efficient option pricing under Lévy processes, with CVA and FVA
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2015.00006
- 5,004 views
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100 articles
articles
Original Research
Published on 11 May 2015
On macrohedging problem in semimartingale markets
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2015.00003
- 3,999 views
- 4 citations
Original Research
Published on 11 May 2015
Multivariate tempered stable model with long-range dependence and time-varying volatility
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2015.00001
- 4,599 views
- 11 citations
Methods
Published on 11 May 2015
CVaR hedging under stochastic interest rate
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2015.00002
- 3,994 views