Pages that link to "Item:Q4812839"
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The following pages link to Stochastic Volatility for Lévy Processes (Q4812839):
Displaying 50 items.
- Quadratic hedging in affine stochastic volatility models (Q836036) (← links)
- Infinite divisibility for stochastic processes and time change (Q867076) (← links)
- Tempering stable processes (Q885259) (← links)
- A tale of two option markets: pricing kernels and volatility risk (Q894646) (← links)
- On the duality principle in option pricing: semimartingale setting (Q928504) (← links)
- Identification of the local speed function in a Lévy model for option pricing (Q935180) (← links)
- GARCH option pricing: A semiparametric approach (Q938035) (← links)
- Pricing options under stochastic volatility: a power series approach (Q964675) (← links)
- Jump diffusion processes and their applications in insurance and finance (Q997083) (← links)
- Stochastic volatility modelling in continuous time with general marginal distributions: inference, prediction and model selection (Q997294) (← links)
- On the asymptotic behaviour of Lévy processes. I: Subexponential and exponential processes (Q1001850) (← links)
- Closed-form valuations of basket options using a multivariate normal inverse Gaussian model (Q1003824) (← links)
- Subordination, self-similarity, and option pricing (Q1009413) (← links)
- Analysis of filtering and smoothing algorithms for Lévy-driven stochastic volatility models (Q1023616) (← links)
- Sequential calibration of options (Q1023619) (← links)
- A tale of two volatilities (Q1037571) (← links)
- Sensitivity analysis for averaged asset price dynamics with gamma processes (Q1044013) (← links)
- American option valuation under time changed tempered stable Lévy processes (Q1620146) (← links)
- Volatility smile as relativistic effect (Q1620616) (← links)
- Low-rank diffusion matrix estimation for high-dimensional time-changed Lévy processes (Q1621717) (← links)
- A general framework for time-changed Markov processes and applications (Q1622827) (← links)
- Stability and convergence of the Crank-Nicolson scheme for a class of variable-coefficient tempered fractional diffusion equations (Q1628671) (← links)
- Model complexity and out-of-sample performance: evidence from S\&P 500 index returns (Q1657302) (← links)
- A multiscale extension of the Margrabe formula under stochastic volatility (Q1693945) (← links)
- Nonparametric inference for the spectral measure of a bivariate pure-jump semimartingale (Q1713462) (← links)
- Turbo warrants under hybrid stochastic and local volatility (Q1724051) (← links)
- Some properties of the one-dimensional subordinated stable model (Q1726847) (← links)
- Variance swaps on time-changed Lévy processes (Q1761447) (← links)
- Arbitrage and completeness in financial markets with given \(N\)-dimensional distributions (Q1762864) (← links)
- Options pricing with time changed Lévy processes under imprecise information (Q1794512) (← links)
- A spectral estimation of tempered stable stochastic volatility models and option pricing (Q1927145) (← links)
- Hedging for the long run (Q1938979) (← links)
- Noise recovery for Lévy-driven CARMA processes and high-frequency behaviour of approximating Riemann sums (Q1951126) (← links)
- A general framework for pricing Asian options under stochastic volatility on parallel architectures (Q1991237) (← links)
- Fast numerical simulation of a new time-space fractional option pricing model governing European call option (Q2007514) (← links)
- Estimation of the bid-ask prices for the European discrete geometric average and arithmetic average Asian options (Q2045356) (← links)
- Smiles \& smirks: volatility and leverage by jumps (Q2076900) (← links)
- On stochastic control for time changed Lévy dynamics (Q2089015) (← links)
- Fast solution method and simulation for the 2D time-space fractional Black-Scholes equation governing European two-asset option pricing (Q2098796) (← links)
- Multigrid method for pricing European options under the CGMY process (Q2126958) (← links)
- A class of fourth-order Padé schemes for fractional exotic options pricing model (Q2127533) (← links)
- On the role of skewness and kurtosis in tempered stable (CGMY) Lévy models in finance (Q2153520) (← links)
- Tempered fractional order compartment models and applications in biology (Q2162646) (← links)
- Arbitrage-free interpolation of call option prices (Q2173277) (← links)
- Asian options pricing in Hawkes-type jump-diffusion models (Q2174173) (← links)
- Space-time fractional stochastic partial differential equations with Lévy noise (Q2176143) (← links)
- Itô's formula for Gaussian processes with stochastic discontinuities (Q2184825) (← links)
- RBF methods in a stochastic volatility framework for Greeks computation (Q2186934) (← links)
- Collocation methods for terminal value problems of tempered fractional differential equations (Q2189701) (← links)
- On exact and asymptotic formulas for the distribution of the integral of a squared Brownian motion with drift (Q2218851) (← links)
