Economy – Quantitative Finance – Risk Management
Scientist
Economy
Quantitative Finance
Risk Management
Scientist
A Review of Volatility and Option Pricing
An Introduction to Hedge Funds
Optimisation of Stochastic Programming by Hidden Markov Modelling based Scenario Generation
Regime Switching Stochastic Volatility with Perturbation Based Option Pricing
Regime Switching Volatility Calibration by the Baum-Welch Method
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