Pages that link to "Item:Q5374080"
From MaRDI portal
The following pages link to A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (Q5374080):
Displaying 25 items.
- The dual characteristic-Galerkin method (Q6633603) (← links)
- Goodness-of-Fit Test in Multivariate Jump Diffusion Models (Q6634860) (← links)
- Macroeconomic Uncertainty Through the Lens of Professional Forecasters (Q6634875) (← links)
- High-frequency volatility estimation and forecasting with a novel Bayesian LGI model (Q6635564) (← links)
- The rough Hawkes Heston stochastic volatility model (Q6641084) (← links)
- The Legendre transform-dual-asymptotic solution for optimal investment strategy with random incomes (Q6641345) (← links)
- Rational hedging with a diversity of implied volatilities (Q6643152) (← links)
- Pricing and hedging contingent claims by entropy segmentation and Fenchel duality (Q6643667) (← links)
- Reweighted Nadaraya-Watson estimation of stochastic volatility jump-diffusion models (Q6647605) (← links)
- Approximation formulas for short-maturity near-the-money implied volatilities in the Heston and SABR models (Q6647962) (← links)
- Portfolio problem for the \(\alpha\)-hypergeometric stochastic volatility model with consumption (Q6648741) (← links)
- The Edgeworth and Gram-Charlier densities (Q6649934) (← links)
- A novel banded preconditioner for coupled tempered fractional diffusion equation generated from the regime-switching CGMY model (Q6653272) (← links)
- Pricing exchange options under hybrid stochastic volatility and interest rate models (Q6653510) (← links)
- Pricing of timer volatility-barrier options under Heston's stochastic volatility model (Q6653561) (← links)
- European option pricing under the log mean-reverting jump diffusion stochastic volatility model (Q6654087) (← links)
- Price estimation via Bayesian filtering and optimal bid-ask prices for market makers (Q6654972) (← links)
- Robust long-term growth rate of expected utility for leveraged ETFs (Q6655912) (← links)
- Analytically pricing european options under a two-factor stochastic interest rate model with a stochastic long-run equilibrium level (Q6656032) (← links)
- Higher order approximation of option prices in Barndorff-Nielsen and Shephard models (Q6657684) (← links)
- Neural network empowered liquidity pricing in a two-price economy under conic finance settings (Q6657689) (← links)
- Path shadowing Monte Carlo (Q6657695) (← links)
- Efficient option pricing in the rough Heston model using weak simulation schemes (Q6657699) (← links)
- An unbounded intensity model for point processes (Q6664619) (← links)
- Estimating option pricing models using a characteristic function-based linear state space representation (Q6664638) (← links)
