Showing 1 - 3 results of 3 for search 'Marcos Escobar-Anel', query time: 0.01s Refine Results
  1. 1
    Do jumps matter in discrete-time portfolio optimization?

    Do jumps matter in discrete-time portfolio optimization? by Marcos Escobar-Anel, Ben Spies, Rudi Zagst

    Published 2024-12-01
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  2. 2
    Data-Based Parametrization for Affine GARCH Models Across Multiple Time Scales—Roughness Implications

    Data-Based Parametrization for Affine GARCH Models Across Multiple Time Scales—Roughness Implications by Marcos Escobar-Anel, Sebastian Ferrando, Fuyu Li, Ke Xu

    Published 2025-02-01
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  3. 3
    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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