Pages that link to "Item:Q2063058"
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The following pages link to Fractional Barndorff-Nielsen and Shephard model: applications in variance and volatility swaps, and hedging (Q2063058):
Displaying 5 items.
- Monitoring parameter change for time series models with application to location-Scale heteroscedastic models (Q5879914) (← links)
- Projection and contraction method for the valuation of American options under regime switching (Q6495298) (← links)
- Analysis of optimal portfolio on finite and small-time horizons for a stochastic volatility model with multiple correlated assets (Q6649938) (← links)
- Higher order approximation of option prices in Barndorff-Nielsen and Shephard models (Q6657684) (← links)
- On the pricing of capped volatility swaps using machine learning techniques (Q6657702) (← links)
