Lignende værker

• Thiele's PIDE for unit-linked policies in the Heston-Hawkes stochastic volatility model
  af: Baños, David R., et al.
  Udgivet: (2023)
• Pricing American options under rough volatility using deep-signatures and signature-kernels
  af: Bayer, Christian, et al.
  Udgivet: (2025)
• Correct implied volatility shapes and reliable pricing in the rough Heston model
  af: Boyarchenko, Svetlana, et al.
  Udgivet: (2024)
• Admissible Information Structures and the Non-Existence of Global Martingale Pricing
  af: Dominguez, Alejandro Rodriguez
  Udgivet: (2026)
• On Stochastic Partial Differential Equations and their applications to Derivative Pricing through a conditional Feynman-Kac formula
  af: Das, Kaustav, et al.
  Udgivet: (2021)