Pages that link to "Item:Q4812839"
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The following pages link to Stochastic Volatility for Lévy Processes (Q4812839):
Displaying 50 items.
- Expectations of functions of stochastic time with application to credit risk modeling (Q2831002) (← links)
- On valuation with stochastic proportional hazard models in finance (Q2841334) (← links)
- Markov processes and generalized Schrödinger equations (Q2851783) (← links)
- Fair Valuation of Life Insurance Contracts Under a Two-Sided Jump Diffusion Model (Q2864673) (← links)
- Riding on the smiles (Q2866376) (← links)
- Options on realized variance and convex orders (Q2866381) (← links)
- Unbounded liabilities, capital reserve requirements and the taxpayer put option (Q2869961) (← links)
- Statistical signatures in times of panic: markets as a self-organizing system (Q2873556) (← links)
- Risk adjustments of option prices under time-changed dynamics (Q2879017) (← links)
- Locally risk-neutral valuation of options in GARCH models based on variance-gamma process (Q2882691) (← links)
- The S&P 500 Index as a Sato Process Travelling at the Speed of the VIX (Q2889585) (← links)
- A generalized variance gamma process for financial applications (Q2893076) (← links)
- On the Stability of Prices of Contingent Claims in Incomplete Models Under Statistical Estimations (Q2904891) (← links)
- Fast computation of vanilla prices in time-changed models and implied volatilities using rational approximations (Q2909517) (← links)
- A comprehensive mathematical approach to exotic option pricing (Q2910830) (← links)
- The double Gaussian approximation for high frequency data (Q2911663) (← links)
- Central limit theorems for the non-parametric estimation of time-changed Lévy models (Q2911696) (← links)
- A GENERAL ORNSTEIN–UHLENBECK STOCHASTIC VOLATILITY MODEL WITH LÉVY JUMPS (Q2953304) (← links)
- Hedging Under Worst-Case-Scenario in a Market Driven by Time-Changed Lévy Noises (Q2956066) (← links)
- The Impact of Jump Distributions on the Implied Volatility of Variance (Q2962130) (← links)
- Variance-Optimal Hedging for Time-Changed Lévy Processes (Q3004473) (← links)
- PRICING ASIAN OPTIONS IN AFFINE GARCH MODELS (Q3005964) (← links)
- MCMC ESTIMATION OF LÉVY JUMP MODELS USING STOCK AND OPTION PRICES (Q3008483) (← links)
- Likelihood estimation of Lévy‐driven stochastic volatility models through realized variance measures (Q3018503) (← links)
- Do financial returns have finite or infinite variance? A paradox and an explanation (Q3063854) (← links)
- A class of Lévy process models with almost exact calibration to both barrier and vanilla FX options (Q3064014) (← links)
- Information arrival as price jumps (Q3145035) (← links)
- Diffusion approximation of Lévy processes with a view towards finance (Q3168628) (← links)
- Integrating Volatility Clustering Into Exponential Lévy Models (Q3182422) (← links)
- Equity with Markov-modulated dividends (Q3182645) (← links)
- Sato processes and the valuation of structured products (Q3182646) (← links)
- SOME PRICING TOOLS FOR THE VARIANCE GAMMA MODEL (Q3304214) (← links)
- Moment swaps (Q3375396) (← links)
- CREDIT RISK MODELING USING TIME-CHANGED BROWNIAN MOTION (Q3400133) (← links)
- Arbitrage-free smoothing of the implied volatility surface (Q3404099) (← links)
- A multivariate jump-driven financial asset model (Q3437395) (← links)
- SELF-DECOMPOSABILITY AND OPTION PRICING (Q3446058) (← links)
- The implied volatility smirk (Q3502188) (← links)
- BLACK–SCHOLES–MERTON IN RANDOM TIME: A NEW STOCHASTIC VOLATILITY MODEL WITH PATH DEPENDENCE (Q3502982) (← links)
- Nonparametric estimation of time-changed Lévy models under high-frequency data (Q3558943) (← links)
- Variance-Optimal Hedging in General Affine Stochastic Volatility Models (Q3566394) (← links)
- UTILITY MAXIMIZATION IN AFFINE STOCHASTIC VOLATILITY MODELS (Q3580219) (← links)
- Inference in Lévy-type stochastic volatility models (Q3590750) (← links)
- OPTION PRICING WITH VG–LIKE MODELS (Q3621567) (← links)
- A multivariate Lévy process model with linear correlation (Q3645200) (← links)
- Jumps and stochastic volatility in crude oil prices and advances in average option pricing (Q4554251) (← links)
- COS method for option pricing under a regime-switching model with time-changed Lévy processes (Q4554448) (← links)
- A dynamic equilibrium model for U-shaped pricing kernels (Q4554467) (← links)
- Geometric Asian option pricing in general affine stochastic volatility models with jumps (Q4555113) (← links)
- Pricing timer options and variance derivatives with closed-form partial transform under the 3/2 model (Q4585682) (← links)
