Pages that link to "Item:Q3637881"
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The following pages link to SENSITIVITY ANALYSIS AND DENSITY ESTIMATION FOR THE HOBSON-ROGERS STOCHASTIC VOLATILITY MODEL (Q3637881):
Displaying 7 items.
- Robustness for path-dependent volatility models (Q377786) (← links)
- Marginal distribution of some path-dependent stochastic volatility model (Q947188) (← links)
- Calibration of a path-dependent volatility model: empirical tests (Q961413) (← links)
- Local asymptotic normality property for Ornstein-Uhlenbeck processes with jumps under discrete sampling (Q2636938) (← links)
- On the density of log-spot in the Heston volatility model (Q2638360) (← links)
- On the complete model with stochastic volatility by Hobson and Rogers (Q3024615) (← links)
- The dynamics of Pareto distributed wealth in a small open economy (Q6074840) (← links)