Pages that link to "Item:Q2389225"

The following pages link to On the Esscher transforms and other equivalent martingale measures for Barndorff-Nielsen and Shephard stochastic volatility models with jumps (Q2389225):

Displaying 13 items.

• Optimal martingale measures for defaultable assets (Q436296) (← links)
• Stochastic volatility and stochastic leverage (Q470516) (← links)
• On the explicit evaluation of the geometric Asian options in stochastic volatility models with jumps (Q535466) (← links)
• Markov-modulated jump-diffusions for currency option pricing (Q659253) (← links)
• On changes of measure in stochastic volatility models (Q937484) (← links)
• Pricing contingent claims on stocks driven by Lévy processes (Q1305424) (← links)
• A Gamma Ornstein-Uhlenbeck model driven by a Hawkes process (Q2230761) (← links)
• Symmetry and Bates' rule in Ornstein-Uhlenbeck stochastic volatility models (Q2343101) (← links)
• On the Esscher transforms and other equivalent martingale measures for Barndorff-Nielsen and Shephard stochastic volatility models with jumps (Q2389225) (← links)
• Convergence in multiscale financial models with non-Gaussian stochastic volatility (Q2808055) (← links)
• Geometric Asian option pricing in general affine stochastic volatility models with jumps (Q4555113) (← links)
• On the cumulant transforms for Hawkes processes (Q6159627) (← links)
• A Barndorff-Nielsen and Shephard model with leverage in Hilbert space for commodity forward markets (Q6619588) (← links)