Bokus

Anton Yurchenko-Tytarenko – författare

Visar alla böcker från författaren Anton Yurchenko-Tytarenko. Handla med fri frakt och snabb leverans.

2 produkter

  1. Giulia Di Nunno, Yuliya Mishura, Anton Yurchenko-Tytarenko - Volterra Volatility Models, Inbunden. Tillgänglighet: Lägg i varukorg

    Volterra Volatility Models

    Option Pricing and Hedging

    Av Giulia Di Nunno, Yuliya Mishura m. fl.

    Inbunden, 2026

    1749 kr

    Lägg i varukorg

    Financial markets have extremely complex behavior that cannot be fully modeled using classical approaches. In particular, numerous empirical studies show that market volatility exhibits some form of long-range dependence and has time-varying Hölder regularity with prominent periods of “roughness” …

  2. Anton Yurchenko-Tytarenko, Yuliya Mishura, Giulia Di Nunno - Volterra Volatility Models, E-bok. Tillgänglighet: Lägg i varukorg

    Volterra Volatility Models

    Option Pricing and Hedging

    Av Anton Yurchenko-Tytarenko, Yuliya Mishura m. fl.

    E-bok, 2026

    2224 kr

    Lägg i varukorg

    Financial markets have extremely complex behavior that cannot be fully modeled using classical approaches. In particular, numerous empirical studies show that market volatility exhibits some form of long-range dependence and has time-varying Hölder regularity with prominent periods of “roughness” …