Pages that link to "Item:Q4213037"
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The following pages link to A Note on Hedging in ARCH and Stochastic Volatility Option Pricing Models (Q4213037):
Displaying 10 items.
- Calibration of GARCH models using concurrent accelerated random search (Q905332) (← links)
- Option price decomposition in spot-dependent volatility models and some applications (Q1794087) (← links)
- Quadratic hedging schemes for non-Gaussian GARCH models (Q1994523) (← links)
- The leverage effect puzzle revisited: identification in discrete time (Q2190223) (← links)
- Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints (Q2343744) (← links)
- GARCH options via local risk minimization (Q2873537) (← links)
- Non‐trading day effects in asymmetric conditional and stochastic volatility models (Q3594915) (← links)
- Option Pricing in ARCH-type Models (Q4213030) (← links)
- Lattice-based hedging schemes under GARCH models (Q5014202) (← links)
- Optimal hedging in discrete time (Q5397419) (← links)