Pages that link to "Item:Q2873536"
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The following pages link to Option pricing for GARCH-type models with generalized hyperbolic innovations (Q2873536):
Displaying 26 items.
- Non-Gaussian GARCH option pricing models and their diffusion limits (Q320097) (← links)
- A GARCH option pricing model with \(\alpha\)-stable innovations (Q704080) (← links)
- Pricing bivariate option under GARCH processes with time-varying copula (Q931205) (← links)
- GARCH option pricing: A semiparametric approach (Q938035) (← links)
- Smoothly truncated stable distributions, GARCH-models, and option pricing (Q1028530) (← links)
- The GARCH-stable option pricing model (Q1600540) (← links)
- GARCH option pricing models with Meixner innovations (Q1710580) (← links)
- Option pricing with discrete time jump processes (Q1994170) (← links)
- Option pricing with conditional GARCH models (Q2028829) (← links)
- Option valuation with IG-GARCH model and a U-shaped pricing kernel (Q2153632) (← links)
- American option pricing under GARCH with non-normal innovations (Q2331384) (← links)
- Model-based pricing for financial derivatives (Q2347719) (← links)
- Wavelet shrinkage of a noisy dynamical system with non-linear noise impact (Q2357615) (← links)
- Learning for infinitely divisible GARCH models in option pricing (Q2699614) (← links)
- GARCH options via local risk minimization (Q2873537) (← links)
- Option pricing with realistic ARCH processes (Q2879018) (← links)
- Estimation methods for expected shortfall (Q2879025) (← links)
- Volatility Components, Affine Restrictions, and Nonnormal Innovations (Q3063001) (← links)
- Option Pricing Under GARCH Processes Using PDE Methods (Q3098308) (← links)
- (Q3633248) (← links)
- (Q3641966) (← links)
- Analytic option pricing and risk measures under a regime-switching generalized hyperbolic model with an application to equity-linked insurance (Q4555162) (← links)
- Lattice-based hedging schemes under GARCH models (Q5014202) (← links)
- Option pricing based on hybrid GARCH-type models with improved ensemble empirical mode decomposition (Q5026530) (← links)
- Variance swaps valuation under non-affine GARCH models and their diffusion limits (Q5234288) (← links)
- Augmenting the realized-GARCH: the role of signed-jumps, attenuation-biases and long-memory effects (Q6138236) (← links)
