Pages that link to "Item:Q1596871"

The following pages link to Option pricing for a logstable asset price model (Q1596871):

Displaying 39 items.

• Modeling chinese stock returns with stable distribution (Q646126) (← links)
• A testable version of the Pareto-Stable CAPM (Q699422) (← links)
• Option prices under generalized pricing kernels (Q812143) (← links)
• Option pricing for log-symmetric distributions of returns (Q835680) (← links)
• Boundary behavior of harmonic functions for truncated stable processes (Q927261) (← links)
• Retrieval of Black-Scholes and generalized Erlang models by perturbed observations at a fixed time (Q939389) (← links)
• Weighted Poincaré inequality and heat kernel estimates for finite range jump processes (Q957873) (← links)
• Symmetric jump processes and their heat kernel estimates (Q1042974) (← links)
• The simulation of option prices with application to LIFFE options on futures (Q1296350) (← links)
• Option pricing for stable and infinitely divisible asset returns (Q1596868) (← links)
• Maximum likelihood estimation of stable Paretian models. (Q1596882) (← links)
• Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence (Q1600522) (← links)
• Margrabe's option to exchange in a Paretian-stable subordinated market. (Q1600539) (← links)
• The GARCH-stable option pricing model (Q1600540) (← links)
• Option pricing under deformed Gaussian distributions (Q1619162) (← links)
• Option price and market instability (Q1620477) (← links)
• Moments and Mellin transform of the asset price in Stein and Stein model and option pricing (Q1754533) (← links)
• Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis (Q2136947) (← links)
• Option pricing under finite moment log stable process in a regulated market: a generalized fractional path integral formulation and Monte Carlo based simulation (Q2208163) (← links)
• Modelling tail risk with tempered stable distributions: an overview (Q2241120) (← links)
• Statistical inference on the drift parameter in symmetric stable Lévy process with a deterministic drift (Q2323177) (← links)
• Option pricing with non-Gaussian scaling and infinite-state switching volatility (Q2347724) (← links)
• Delta hedging strategies comparison (Q2464246) (← links)
• The relative entropy in CGMY processes and its applications to finance (Q2472193) (← links)
• Option pricing for time-change exponential Lévy model under MEMM (Q2480093) (← links)
• A simple model for option pricing with jumping stochastic volatility (Q2703110) (← links)
• Displaced and mixture diffusions for analytically-tractable smile models (Q2782353) (← links)
• Calibrating the smile with multivariate time-changed Brownian motion and the Esscher transform (Q2874728) (← links)
• Option pricing with Lévy-Stable processes generated by Lévy-Stable integrated variance (Q3404096) (← links)
• A Functional Central Limit Theorem for the Realized Power Variation of Integrated Stable Processes (Q3423702) (← links)
• SELF-DECOMPOSABILITY AND OPTION PRICING (Q3446058) (← links)
• The Statistical Properties of the Black–Scholes Option Price (Q4354433) (← links)
• (Q4501724) (← links)
• Multi-modal tempered stable distributions and prosses with applications to finance (Q5077485) (← links)
• OU models based on positive and negative subordinate processes applying in SHIBOR time series analysis and derivative pricing – through discrete differential method (Q5205895) (← links)
• Asymmetrically tempered stable distributions with applications to finance (Q5227569) (← links)
• Target volatility option pricing in the lognormal fractional SABR model (Q5234360) (← links)
• Practical computing for finite moment log-stable distributions to model financial risk (Q5963822) (← links)
• A subdiffusive stochastic volatility jump model (Q6166218) (← links)