Pages that link to "Item:Q1398979"

The following pages link to Alternative models for stock price dynamics. (Q1398979):

Displaying 50 items.

• Statistical decomposition of volatility (Q2400051) (← links)
• Pricing collar options with stochastic volatility (Q2403864) (← links)
• On idiosyncratic stochasticity of financial leverage effects (Q2453988) (← links)
• Exit problems in regime-switching models (Q2469551) (← links)
• Volatility activity: specification and estimation (Q2512607) (← links)
• Closed-form implied volatility surfaces for stochastic volatility models with jumps (Q2658792) (← links)
• A discrete-time hedging framework with multiple factors and fat tails: on what matters (Q2682956) (← links)
• Efficient bond price approximations in non-linear equilibrium-based term structure models (Q2687853) (← links)
• An application of new method to obtain probability density function of solution of stochastic differential equations (Q2690712) (← links)
• Performance of advanced stock price models when it becomes exotic: an empirical study (Q2701104) (← links)
• An unbiased measure of integrated volatility in the frequency domain (Q2789386) (← links)
• Sampling-based Inference of Time Deformation Models with Heavy Tail Distributions (Q2828698) (← links)
• A dynamical approach to stock market fluctuations (Q2843671) (← links)
• Calibrating the exponential Ornstein–Uhlenbeck multiscale stochastic volatility model (Q2879040) (← links)
• The Impact of Jump Distributions on the Implied Volatility of Variance (Q2962130) (← links)
• MCMC ESTIMATION OF LÉVY JUMP MODELS USING STOCK AND OPTION PRICES (Q3008483) (← links)
• Volatility Components, Affine Restrictions, and Nonnormal Innovations (Q3063001) (← links)
• Multivariate stochastic volatility, leverage and news impact surfaces (Q3161679) (← links)
• American Options in the Heston Model with Stochastic Interest Rate and Its Generalizations (Q3176517) (← links)
• TIME-CHANGED FAST MEAN-REVERTING STOCHASTIC VOLATILITY MODELS (Q3225033) (← links)
• Edgeworth Corrections for Realized Volatility (Q3539869) (← links)
• ARMA representation of integrated and realized variances (Q4458360) (← links)
• Orthogonal expansions for VIX options under affine jump diffusions (Q4554474) (← links)
• Jump and Volatility Dynamics for the S&P 500: Evidence for Infinite-Activity Jumps with Non-Affine Volatility Dynamics from Stock and Option Markets* (Q4555662) (← links)
• Value at risk estimation under stochastic volatility models using adaptive PMCMC methods (Q4607381) (← links)
• Early exercise boundary and option prices in Lévy driven models (Q4610262) (← links)
• Variance reduction for Monte Carlo methods to evaluate option prices under multi-factor stochastic volatility models (Q4610269) (← links)
• A reduced PDE method for European option pricing under multi-scale, multi-factor stochastic volatility (Q4628041) (← links)
• Pricing Asian options with stochastic volatility (Q4647281) (← links)
• (Q4675323) (← links)
• (Q4830466) (← links)
• On the Estimation of Jump-Diffusion Models Using Intraday Data: A Filtering-Based Approach (Q4990515) (← links)
• カルマン・フィルターによるRealized Stochastic Volatilityモデルの疑似最尤推定について (Q5011476) (← links)
• Stochastic Volatility Models Predictive Relevance for Equity Markets (Q5048338) (← links)
• OPTION SURFACE STATISTICS WITH APPLICATIONS (Q5048581) (← links)
• Time-Deformation Modeling of Stock Returns Directed by Duration Processes (Q5080519) (← links)
• Representation of exchange option prices under stochastic volatility jump-diffusion dynamics (Q5121499) (← links)
• (Q5155966) (← links)
• PRICING TIMER OPTIONS: SECOND-ORDER MULTISCALE STOCHASTIC VOLATILITY ASYMPTOTICS (Q5158756) (← links)
• NON‐PARAMETRIC ESTIMATION OF HIGH‐FREQUENCY SPOT VOLATILITY FOR BROWNIAN SEMIMARTINGALE WITH JUMPS (Q5176864) (← links)
• Detecting price jumps in the presence of market microstructure noise (Q5228603) (← links)
• ECONOMETRIC ANALYSIS OF VOLATILITY COMPONENT MODELS (Q5247357) (← links)
• Doubling-Time Probability Densities For Growth Processes (Q5256271) (← links)
• Pricing Model for Convertible Bonds: A Mixed Fractional Brownian Motion with Jumps (Q5372021) (← links)
• Time-Inconsistent Portfolio Investment Problems (Q5374163) (← links)
• The dynamics of commodity prices (Q5397404) (← links)
• Risk premiums in a simple market model for implied volatility (Q5397415) (← links)
• Asymmetric Multivariate Stochastic Volatility (Q5485115) (← links)
• Empirical modelling of contagion: a review of methodologies (Q5697332) (← links)
• A Diffusion Model for Growth Stocks (Q5704167) (← links)