Pages that link to "Item:Q2814674"
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The following pages link to Generalized Barndorff-Nielsen and Shephard model and discretely monitored option pricing (Q2814674):
Displaying 4 items.
- Moments of the asset price for the Barndorff-Nielsen and Shephard model (Q1728116) (← links)
- A general control variate method for Lévy models in finance (Q2178156) (← links)
- Generalized BN-S stochastic volatility model for option pricing (Q2800056) (← links)
- A dynamic equilibrium model for U-shaped pricing kernels (Q4554467) (← links)