Pages that link to "Item:Q3502166"
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The following pages link to LINEAR‐QUADRATIC JUMP‐DIFFUSION MODELING (Q3502166):
Displaying 21 items.
- The Wishart autoregressive process of multivariate stochastic volatility (Q302185) (← links)
- A remark on Lin and Chang's paper `consistent modeling of S\&P 500 and VIX derivatives' (Q419485) (← links)
- A quadratic Kalman filter (Q494365) (← links)
- Discrete time Wishart term structure models (Q543795) (← links)
- Do interest rate options contain information about excess returns? (Q737991) (← links)
- Inhomogeneous exponential jump model (Q1626607) (← links)
- Linear-quadratic term structure models for negative Euro area yields (Q1673466) (← links)
- Exact simulation of the Ornstein-Uhlenbeck driven stochastic volatility model (Q1713775) (← links)
- Smiles \& smirks: volatility and leverage by jumps (Q2076900) (← links)
- Analytic formulas for futures and options for a linear quadratic jump diffusion model with seasonal stochastic volatility and convenience yield: do fish jump? (Q2240016) (← links)
- Saddlepoint approximations for affine jump-diffusion models (Q2271604) (← links)
- A discrete-time hedging framework with multiple factors and fat tails: on what matters (Q2682956) (← links)
- Transform analysis for point processes and applications in credit risk (Q2851562) (← links)
- Extension of stochastic volatility equity models with the Hull–White interest rate process (Q2893077) (← links)
- A Generalization of Geometric Brownian Motion with Applications (Q3015918) (← links)
- Simulation Analysis for the Pricing of Bond Option on Arbitrage-Free Models with Jump (Q3512544) (← links)
- Approximate pricing of swaptions in affine and quadratic models (Q4555143) (← links)
- Pitfalls of the Fourier Transform Method in Affine Models, and Remedies (Q4682701) (← links)
- Reducing Bias in Event Time Simulations via Measure Changes (Q5085125) (← links)
- The Laplace transform of the integrated Volterra Wishart process (Q6054411) (← links)
- Estimating option pricing models using a characteristic function-based linear state space representation (Q6664638) (← links)
