Pages that link to "Item:Q1398987"

The following pages link to Empirical option pricing: A retrospection (Q1398987):

Displaying 35 items.

• Volatility puzzles: a simple framework for gauging return-volatility regressions (Q292008) (← links)
• Option valuation with conditional skewness (Q292018) (← links)
• American options: the EPV pricing model (Q665543) (← links)
• Maximum likelihood estimation of the double exponential jump-diffusion process (Q665791) (← links)
• Robust artificial neural networks for pricing of European options (Q853592) (← links)
• Testing the martingale restriction for option implied densities (Q1025613) (← links)
• Microstructural biases in empirical tests of option pricing models (Q1037574) (← links)
• Empirical assessment of an intertemporal option pricing model with latent variables. (Q1398969) (← links)
• Bayesian option pricing using mixed normal heteroskedasticity models (Q1623554) (← links)
• Heuristic optimisation in financial modelling (Q1931632) (← links)
• Computational aspects of pricing foreign exchange options with stochastic volatility and stochastic interest rates (Q2266898) (← links)
• Saddlepoint approximations for affine jump-diffusion models (Q2271604) (← links)
• VIX derivatives, hedging and vol-of-vol risk (Q2286994) (← links)
• Unified inference for nonlinear factor models from panels with fixed and large time span (Q2323363) (← links)
• Model-based pricing for financial derivatives (Q2347719) (← links)
• Pricing and trading European options by combining artificial neural networks and parametric models with implied parameters (Q2464227) (← links)
• Incomplete information equilibria: separation theorems and other myths (Q2480220) (← links)
• On the no-arbitrage condition in option implied trees (Q2519099) (← links)
• Empirical pricing American put options (Q2888935) (← links)
• Optimal Hedging of American Options in Discrete Time (Q2917430) (← links)
• Models for option pricing based on empirical characteristic function of returns (Q3083383) (← links)
• (Q3461250) (← links)
• FOREIGN EXCHANGE OPTIONS UNDER STOCHASTIC VOLATILITY AND STOCHASTIC INTEREST RATES (Q3520339) (← links)
• Magic Points in Finance: Empirical Integration for Parametric Option Pricing (Q4607050) (← links)
• Early exercise boundary and option prices in Lévy driven models (Q4610262) (← links)
• Back to basics: historical option pricing revisited (Q4719404) (← links)
• (Q4902818) (← links)
• Implied volatility sentiment: a tale of two tails (Q4991061) (← links)
• SPATIAL DEPENDENCE IN OPTION OBSERVATION ERRORS (Q4993886) (← links)
• European call price modelling using neural networks in considering volatility as stochastic with comparison to the Heston model (Q5036853) (← links)
• AN INVITATION TO MARKET-BASED OPTION PRICING AND ITS APPLICATIONS(<Special Issue>the 50th Anniversary of the Operations Research Society of Japan) (Q5385048) (← links)
• Model-free price hedge ratios for homogeneous claims on tradable assets (Q5433092) (← links)
• IMPLIED VOLATILITY TREES AND PRICING PERFORMANCE: EVIDENCE FROM THE S&P 100 OPTIONS (Q5493852) (← links)
• Longevity hedge effectiveness using socioeconomic indices (Q6152719) (← links)
• The Pricing of Tail Risk and the Equity Premium: Evidence From International Option Markets (Q6626342) (← links)