Pages that link to "Item:Q2953304"
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The following pages link to A GENERAL ORNSTEIN–UHLENBECK STOCHASTIC VOLATILITY MODEL WITH LÉVY JUMPS (Q2953304):
Displaying 5 items.
- A Gamma Ornstein-Uhlenbeck model driven by a Hawkes process (Q2230761) (← links)
- Symmetry and Bates' rule in Ornstein-Uhlenbeck stochastic volatility models (Q2343101) (← links)
- Generalized BN-S stochastic volatility model for option pricing (Q2800056) (← links)
- w-MPS risk aversion and continuous-time MV analysis in presence of Lévy jumps (Q3119590) (← links)
- INTEGRAL REPRESENTATION OF PROBABILITY DENSITY OF STOCHASTIC VOLATILITY MODELS AND TIMER OPTIONS (Q4602498) (← links)