Pages that link to "Item:Q2343108"
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The following pages link to An application of nonparametric volatility estimators to option pricing (Q2343108):
Displaying 12 items.
- Drift estimation of generalized security price processes from high frequency derivative prices (Q375335) (← links)
- Valuation of volatility derivatives with time-varying volatility: an analytical probabilistic approach using a mixture distribution for pricing nonlinear payoff volatility derivatives in discrete observation case (Q2088813) (← links)
- Nonparametric jump variation measures from options (Q2171999) (← links)
- Nonparametric filtering of conditional state-price densities (Q2294444) (← links)
- Valuation of an option using non-parametric methods (Q2328782) (← links)
- Assessing the quality of volatility estimators via option pricing (Q2509440) (← links)
- Matching non-synchronous observations in derivative markets: choosing windows and efficient estimators (Q2893074) (← links)
- (Q3090322) (← links)
- (Q4378663) (← links)
- Nonparametric estimation of volatility function in the jump-diffusion model with noisy data (Q4987543) (← links)
- Jump-robust volatility estimation using dynamic dual-domain integration method (Q5079475) (← links)
- Options on realized variance by transform methods: a non-affine stochastic volatility model (Q5745637) (← links)
