Pages that link to "Item:Q470523"
From MaRDI portal
The following pages link to Estimation and pricing under long-memory stochastic volatility (Q470523):
Displaying 7 items.
- Gaussian and hermite Ornstein–Uhlenbeck processes (Q5880403) (← links)
- Sandwiched SDEs with unbounded drift driven by Hölder noises (Q6068847) (← links)
- Least squares estimations for approximate fractional vasicek model driven by a semimartingale (Q6104221) (← links)
- An exponential nonuniform Berry-Esseen bound for the fractional Ornstein-Uhlenbeck process (Q6161602) (← links)
- Self-normalized Cramér-type moderate deviations for explosive Vasicek model (Q6204782) (← links)
- Geometric Asian power option pricing with transaction cost under the geometric fractional Brownian motion with \(w\) sources of risk in fuzzy environment (Q6591548) (← links)
- Option pricing in sandwiched Volterra volatility model (Q6623043) (← links)