Pages that link to "Item:Q1619524"
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The following pages link to Option pricing for stochastic volatility model with infinite activity Lévy jumps (Q1619524):
Displaying 12 items.
- Asymptotic option pricing under pure-jump Lévy processes via nonlinear regression (Q458120) (← links)
- American option valuation under time changed tempered stable Lévy processes (Q1620146) (← links)
- Lévy process-driven asymmetric heteroscedastic option pricing model and empirical analysis (Q1727182) (← links)
- A spectral estimation of tempered stable stochastic volatility models and option pricing (Q1927145) (← links)
- Option replication with transaction cost under Knightian uncertainty (Q2066047) (← links)
- Pricing options under simultaneous stochastic volatility and jumps: a simple closed-form formula without numerical/computational methods (Q2067122) (← links)
- Pricing foreign equity option under stochastic volatility tempered stable Lévy processes (Q2147863) (← links)
- Pricing vulnerable options with stochastic volatility (Q2147889) (← links)
- Non-Gaussian VARMA model with stochastic volatility and applications in stock market bubbles (Q2212816) (← links)
- Lévy processes driven by stochastic volatility (Q2372257) (← links)
- Option pricing and hedging for optimized Lévy driven stochastic volatility models (Q2410398) (← links)
- Option valuation for the double-factor-cross-feedback infinite activity jump-diffusion model (Q3175669) (← links)
