Similar Items: Exposure modelling under change of measure
- Potential Future Exposure in the Presence of Initial Margin
- South African Inflation Modelling Under the HJM Framework
- Pricing a Bermudan option under the constant elasticity of variance model
- Volatility forecasting using Double-Markov switching GARCH models under skewed Student-t distribution
- Characteristic function pricing with the Heston-LIBOR hybrid model
- Monte Carlo methods for the estimation of value-at-risk and related risk measures