Pages that link to "Item:Q2372257"
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The following pages link to Lévy processes driven by stochastic volatility (Q2372257):
Displaying 17 items.
- On the price of risk of the underlying Markov chain in a regime-switching exponential Lévy model (Q267876) (← links)
- Small-time expansions of the distributions, densities, and option prices of stochastic volatility models with Lévy jumps (Q424503) (← links)
- Option pricing and hedging under a stochastic volatility Lévy process model (Q437103) (← links)
- Option pricing under some Lévy-like stochastic processes (Q617036) (← links)
- Option pricing for stochastic volatility model with infinite activity Lévy jumps (Q1619524) (← links)
- Feynman path integrals and asymptotic expansions for transition probability densities of some Lévy driven financial markets (Q1676977) (← links)
- A bivariate mutually-excited switching jump diffusion (BMESJD) for asset prices (Q2176372) (← links)
- A family of density expansions for Lévy-type processes (Q2258531) (← links)
- Kac-Lévy processes (Q2297322) (← links)
- Leveraged Lévy processes as models for stock prices (Q2786277) (← links)
- Jump-Diffusion Models Driven by Lévy Processes (Q3112454) (← links)
- FOURIER TRANSFORM METHODS FOR REGIME-SWITCHING JUMP-DIFFUSIONS AND THE PRICING OF FORWARD STARTING OPTIONS (Q3166714) (← links)
- Integrating Volatility Clustering Into Exponential Lévy Models (Q3182422) (← links)
- On the minimal number of driving Lévy motions in a multivariate price model (Q4555292) (← links)
- A self-exciting switching jump diffusion: properties, calibration and hitting time (Q5234300) (← links)
- Pricing barrier options by a regime switching model (Q5300446) (← links)
- Lévy-driven CARMA processes (Q5960139) (← links)
