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  1. 1
    Markov-Modulated and Shifted Wishart Processes with Applications in Derivatives Pricing

    Markov-Modulated and Shifted Wishart Processes with Applications in Derivatives Pricing by Behzad-Hussein Azadie Faraz, Hamid Arian, Marcos Escobar-Anel

    Published 2025-05-01
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  2. 2
    Creating Tail Dependence by Rough Stochastic Correlation Satisfying a Fractional SDE; An Application in Finance

    Creating Tail Dependence by Rough Stochastic Correlation Satisfying a Fractional SDE; An Application in Finance by László Márkus, Ashish Kumar, Amina Darougi

    Published 2025-06-01
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