Search Results - Luong, C.

  • Showing 1 - 5 results of 5
Refine Results
  1. 1
    Forecasting of Realised Volatility with the Random Forests Algorithm

    Forecasting of Realised Volatility with the Random Forests Algorithm by Luong, C., Dokuchaev, Nikolai

    Published 2018
    Get full text
  2. 2
    Modelling dependency of volatility on sampling frequency via delay equations

    Modelling dependency of volatility on sampling frequency via delay equations by Luong, C., Dokuchaev, Nikolai

    Published 2016
    Get full text
    Get full text
  3. 3
    On the implied volatility from a "purified" option price process

    On the implied volatility from a "purified" option price process by Luong, C., Dokuchaev, Nikolai

    Published 2014
    Get full text
  4. 4
    Analysis of market volatility via a dynamically purified option price process

    Analysis of market volatility via a dynamically purified option price process by Luong, C., Dokuchaev, Nikolai

    Published 2014
    Get full text
  5. 5
    Optimal asset portfolio with stochastic volatility under the mean-variance utility with state-dependent risk aversion

    Optimal asset portfolio with stochastic volatility under the mean-variance utility with state-dependent risk aversion by Li, S., Luong, C., Angkola, F., Wu, Yong Hong

    Published 2016
    Get full text

Search Tools: