Viale Kennedy 6
University of Parma, Department of Economics and Management
target volatility, portfolio strategy, stochastic delayed differential equations, finite-dimensional Markovian representation, stochastic volatility, guarantee costs, Euler scheme.
Market Halts and Suspensions, Time Changes, Levy Subordinators, Derivative Pricing, Levy Processes
anomalous diffusions, volatility skew term structure, derivative pricing, CTRWs, inverse L\'evy subordinators, time changes, L\'evy processes, subdiffusions, Beta distribution, triangular arrays
Duration risk, subdiffusions, tempered subdiffusions, derivative pricing, inverse tempered stable subordinator, Levy processes
Hybrid PAYG pension schemes, social equitabilty, instantaneous dependency ratio
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