Pages that link to "Item:Q2147863"
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The following pages link to Pricing foreign equity option under stochastic volatility tempered stable Lévy processes (Q2147863):
Displaying 6 items.
- Pricing foreign equity option with stochastic volatility (Q1618699) (← links)
- A spectral estimation of tempered stable stochastic volatility models and option pricing (Q1927145) (← links)
- Pricing and hedging foreign equity options under Hawkes jump-diffusion processes (Q2164552) (← links)
- (Q5455634) (← links)
- Option pricing with exchange rate risk under regime-switching multi-scale jump-diffusion models (Q6541088) (← links)
- Alternative dependency measures-based approach for estimation of the α–stable periodic autoregressive model (Q6558493) (← links)
