Pages that link to "Item:Q2847242"
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The following pages link to Equity correlations implied by index options: estimation and model uncertainty analysis (Q2847242):
Displaying 8 items.
- An investigation of model risk in a market with jumps and stochastic volatility (Q323232) (← links)
- A model-free approach to multivariate option pricing (Q2047036) (← links)
- A framework for robust measurement of implied correlation (Q2517482) (← links)
- Robust risk measurement and model risk (Q2879011) (← links)
- Implied Volatility of Basket Options at Extreme Strikes (Q4560331) (← links)
- Basket Option Pricing and Implied Correlation in a One-Factor Lévy Model (Q4689916) (← links)
- The multivariate Variance Gamma model: basket option pricing and calibration (Q5001151) (← links)
- Aggregating Risks with Partial Dependence Information (Q5379244) (← links)
