Pages that link to "Item:Q2914791"
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The following pages link to Stochastic Volatility and Multifractional Brownian Motion (Q2914791):
Displaying 8 items.
- Stochastic volatility models with volatility driven by fractional Brownian motions (Q268815) (← links)
- Forecasting value-at-risk in turbulent stock markets via the local regularity of the price process (Q2127364) (← links)
- (Q3511640) (← links)
- Multivariate Stochastic Volatility (Q3646962) (← links)
- TOWARDS A MULTIFRACTAL PARADIGM OF STOCHASTIC VOLATILITY? (Q4662048) (← links)
- MULTIFRACTIONAL STOCHASTIC VOLATILITY MODELS (Q5416706) (← links)
- Sandwiched SDEs with unbounded drift driven by Hölder noises (Q6068847) (← links)
- Option pricing in sandwiched Volterra volatility model (Q6623043) (← links)