Simone Scotti
- Alpha-CIR Model with Branching Processes in Sovereign Interest Rate Modelling
2016/02/17 by Ying Jiao, Chengcang Ma, Jiao, Ying +4 · 5 citations
Economics, Econometrics and Finance · Mathematics · #Credit Risk and Financial Regulations #Monetary Policy and Economic Impact #Stochastic processes and financial applications #math.PR #q-fin.CP
- The Alpha-Heston Stochastic Volatility Model
2018/12/05 by Ying Jiao, Chunhua Ma, Jiao, Ying +5 · 1 citation
Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #FOS: Economics and business #Financial Risk and Volatility Modeling #Mathematical Finance (q-fin.MF) #Stochastic processes and financial applications #q-fin.MF