Option pricing with transaction costs and stochastic interest rate

von SenGupta, Indranil
Veröffentlicht in Applied mathematical finance (2014)

Generalized BN-S stochastic volatility model for option pricing

von SenGupta, Indranil
Veröffentlicht in International journal of theoretical and applied finance (2016)

Analysis of variance based instruments for Ornstein-Uhlenbeck type models : swap and price index

von Issaka, Aziz
Veröffentlicht in Annals of finance (2017)

Pricing variance and volatility swaps for Barndorff-Nielsen and Shephard process driven financial markets

von Habtemicael, Semere
Veröffentlicht in International journal of financial engineering (2016)

Pricing covariance swaps for Barndorff-Nielsen and Shephard process driven financial markets

von Habtemicael, Semere
Veröffentlicht in Annals of financial economics (2016)

Hedging and machine learning driven crude oil data analysis using a refined Barndorff-Nielsen and Shephard model

von Shoshi, Humayra
Veröffentlicht in International journal of financial engineering (2021)

Infinitesimal generators for two-dimensional Lévy process-driven hypothesis testing

von Roberts, Michael
Veröffentlicht in Annals of finance (2020)

Multi-asset generalized variance swaps in Barndorff-Nielsen and Shephard model

von Biswas, Subhojit
Veröffentlicht in International journal of financial engineering (2020)

Bearing Capacity of Soft Clays Improved by Stone Columns: A Parametric Analysis

von Singh, Suresh Prasad
Veröffentlicht in Indian Geotechnical Conference (2018 : Bangalore) Problematic soils and geoenvironmental concerns (2021)

Barndorff-Nielsen and Shephard model : oil hedging with variance swap and option

von SenGupta, Indranil
Veröffentlicht in Mathematics and financial economics (2019)

Efficient Construction of Functional Representations for Quantum Algorithms

von Burgholzer, Lukas
Veröffentlicht in RC (13. : 2021 : Online) Reversible Computation (2021)