Pages that link to "Item:Q470522"
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The following pages link to Affine fractional stochastic volatility models (Q470522):
Displaying 18 items.
- Estimation of Long Memory in Integrated Variance (Q5080471) (← links)
- Portfolio Optimization in Fractional and Rough Heston Models (Q5112724) (← links)
- Solving Parametric Fractional Differential Equations Arising from the Rough Heston Model Using Quasi-Linearization and Spectral Collocation (Q5144185) (← links)
- APPROXIMATING EXPECTED VALUE OF AN OPTION WITH NON-LIPSCHITZ PAYOFF IN FRACTIONAL HESTON-TYPE MODEL (Q5147996) (← links)
- OPTION PRICING UNDER THE FRACTIONAL STOCHASTIC VOLATILITY MODEL (Q5158749) (← links)
- Asymptotic distribution of the maximum likelihood estimator in the fractional Vašíček model (Q5218384) (← links)
- Parameter estimation for Gaussian mean-reverting Ornstein–Uhlenbeck processes of the second kind: Non-ergodic case (Q5222190) (← links)
- Asymptotic behaviour of randomised fractional volatility models (Q5226253) (← links)
- MULTIFRACTIONAL STOCHASTIC VOLATILITY MODELS (Q5416706) (← links)
- Option pricing under fast‐varying long‐memory stochastic volatility (Q5743117) (← links)
- Semiparametric estimation and inference on the fractal index of Gaussian and conditionally Gaussian time series data (Q5861006) (← links)
- Gaussian and hermite Ornstein–Uhlenbeck processes (Q5880403) (← links)
- On the Discrete-Time Simulation of the Rough Heston Model (Q5886364) (← links)
- Sandwiched SDEs with unbounded drift driven by Hölder noises (Q6068847) (← links)
- Robustness and sensitivity analyses of rough Volterra stochastic volatility models (Q6146137) (← links)
- Affine Heston model style with self-exciting jumps and long memory (Q6536770) (← links)
- Option pricing in sandwiched Volterra volatility model (Q6623043) (← links)
- An Econometric Analysis of Volatility Discovery (Q6626277) (← links)
