Pages that link to "Item:Q2786277"
From MaRDI portal
The following pages link to Leveraged Lévy processes as models for stock prices (Q2786277):
Displaying 5 items.
- Smiles \& smirks: volatility and leverage by jumps (Q2076900) (← links)
- Modeling and complexity of stochastic interacting Lévy type financial price dynamics (Q2150375) (← links)
- (Q3633075) (← links)
- Lévy modeled GMWB: Pricing with wavelets (Q5083992) (← links)
- An equilibrium asset pricing model based on Lévy processes: Relations to stochastic volatility, and the survival hypothesis (Q5938035) (← links)