Pages that link to "Item:Q1927145"
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The following pages link to A spectral estimation of tempered stable stochastic volatility models and option pricing (Q1927145):
Displaying 8 items.
- Spectral GMM estimation of continuous-time processes (Q1398981) (← links)
- Option pricing for stochastic volatility model with infinite activity Lévy jumps (Q1619524) (← links)
- On the source of stochastic volatility: evidence from CAC40 index options during the subprime crisis (Q1619987) (← links)
- American option valuation under time changed tempered stable Lévy processes (Q1620146) (← links)
- The indirect continuous-GMM estimation (Q1623544) (← links)
- Option pricing and hedging for optimized Lévy driven stochastic volatility models (Q2410398) (← links)
- (Q3633248) (← links)
- Inference based on adaptive grid selection of probability transforms (Q5739688) (← links)