Similar Items: Parsimonious Mixed Bergomi Models for VIX Derivatives: Calibration and Estimation via Quantization
- Forecasting and modelling the VIX using Neural Networks
- Forecasting cryptocurrencies in turbulent times: Evidence on parsimony versus model complexity
- Data Compression and Quantization
- Clinic-first sepsis recognition in the ICU: a proteomics-guided, parsimonious model with independent validation
- Functional quantization-based stratified sampling
- A 10‐b 5‐GS/s Passive T/H Assisted Time‐Interleaved Pipelined‐SAR ADC With Pre‐Quantization and Background Offset Calibration
Author: Alfeus, Mesias
- Roll-over risk in the South African interest rate market
- Modern portfolio optimisation under regime switching
- Parsimonious Mixed Bergomi Models for VIX Derivatives: Calibration and Estimation via Quantization
- Heath–Jarrow–Morton models with jumps
- Enhancing realised volatility prediction in emerging markets