Pages that link to "Item:Q2347717"
From MaRDI portal
The following pages link to Market-based estimation of stochastic volatility models (Q2347717):
Displaying 16 items.
- Analysis of market weights under volatility-stabilized market models (Q549872) (← links)
- Stochastic models for risk estimation in volatile markets: a survey (Q993727) (← links)
- The dynamics of stochastic volatility: evidence from underlying and options markets (Q1398978) (← links)
- Resolution of policy uncertainty and sudden declines in volatility (Q1706492) (← links)
- On volatility of prices in arbitrage-free markets (Q1904628) (← links)
- Variance disparity and market frictions (Q2294445) (← links)
- Markovian structure of the Volterra Heston model (Q2322574) (← links)
- Econometric analysis of financial derivatives: an overview (Q2347714) (← links)
- A new approach for option pricing under stochastic volatility (Q2425553) (← links)
- Closed-form implied volatility surfaces for stochastic volatility models with jumps (Q2658792) (← links)
- Complete–market models of stochastic volatility (Q3043424) (← links)
- The Shape and Term Structure of the Index Option Smirk: Why Multifactor Stochastic Volatility Models Work So Well (Q3117871) (← links)
- Stochastic Volatility Estimation Using Markov Chain Simulation (Q3542261) (← links)
- Efficient volatility estimation in a two‐factor model (Q5136965) (← links)
- Modeling market impact and timing risk in volume time (Q5420710) (← links)
- The effects of asymmetric volatility and jumps on the pricing of VIX derivatives (Q5964763) (← links)
