Pages that link to "Item:Q4825509"
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The following pages link to Option Pricing in Stochastic Volatility Models of the Ornstein‐Uhlenbeck type (Q4825509):
Displaying 11 items.
- On option pricing models in the presence of heavy tails (Q5433102) (← links)
- A jump telegraph model for option pricing (Q5433103) (← links)
- NEWS‐GENERATED DEPENDENCE AND OPTIMAL PORTFOLIOS FOR <i>n</i> STOCKS IN A MARKET OF BARNDORFF‐NIELSEN AND SHEPHARD TYPE (Q5455262) (← links)
- Valuing Volatility and Variance Swaps for a Non‐Gaussian Ornstein–Uhlenbeck Stochastic Volatility Model (Q5459531) (← links)
- A new method for generating approximation algorithms for financial mathematics applications (Q5745631) (← links)
- Option pricing with stochastic volatility models. (Q5944941) (← links)
- The Alpha‐Heston stochastic volatility model (Q6054369) (← links)
- Informative fractal dimension associated with nonmetricity in information geometry (Q6167719) (← links)
- Exact simulation of a truncated Lévy subordinator (Q6600100) (← links)
- A Barndorff-Nielsen and Shephard model with leverage in Hilbert space for commodity forward markets (Q6619588) (← links)
- Higher order approximation of option prices in Barndorff-Nielsen and Shephard models (Q6657684) (← links)