Pages that link to "Item:Q3063001"
From MaRDI portal
The following pages link to Volatility Components, Affine Restrictions, and Nonnormal Innovations (Q3063001):
Displaying 13 items.
- Non-Gaussian GARCH option pricing models and their diffusion limits (Q320097) (← links)
- Bayesian option pricing using mixed normal heteroskedasticity models (Q1623554) (← links)
- Option pricing with ARIMA-GARCH models of underlying asset returns (Q1725588) (← links)
- Lévy process-driven asymmetric heteroscedastic option pricing model and empirical analysis (Q1727182) (← links)
- A profitable modification to global quadratic hedging (Q2002668) (← links)
- Model-based pricing for financial derivatives (Q2347719) (← links)
- What is beneath the surface? Option pricing with multifrequency latent states (Q2347726) (← links)
- A discrete-time hedging framework with multiple factors and fat tails: on what matters (Q2682956) (← links)
- Multi-criteria classification for pricing European options (Q2691648) (← links)
- Lattice-based hedging schemes under GARCH models (Q5014202) (← links)
- A robust statistical approach to select adequate error distributions for financial returns (Q5138523) (← links)
- Simulated Greeks for American options (Q6158428) (← links)
- Exact simulation of the Hull and White stochastic volatility model (Q6572645) (← links)
