Pages that link to "Item:Q4812839"
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The following pages link to Stochastic Volatility for Lévy Processes (Q4812839):
Displaying 50 items.
- An Explicit Link between Gaussian Fields and Gaussian Markov Random Fields: The Stochastic Partial Differential Equation Approach (Q68580) (← links)
- Pricing and hedging European-style options in Lévy-based stochastic volatility models considering the leverage effect (Q252930) (← links)
- No-arbitrage semi-martingale restrictions for continuous-time volatility models subject to leverage effects, jumps and i.i.d. noise: theory and testable distributional implications (Q277161) (← links)
- Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility (Q278198) (← links)
- Closed-form likelihood approximation and estimation of jump-diffusions with an application to the realignment risk of the Chinese yuan (Q289216) (← links)
- Impact of jumps on returns and realised variances: econometric analysis of time-deformed Lévy processes (Q292014) (← links)
- Additive subordination and its applications in finance (Q309162) (← links)
- A fast calibrating volatility model for option pricing (Q319158) (← links)
- The mean correcting martingale measures for exponential additive processes (Q320605) (← links)
- An investigation of model risk in a market with jumps and stochastic volatility (Q323232) (← links)
- Tempered fractional calculus (Q349902) (← links)
- Variation and share-weighted variation swaps on time-changed Lévy processes (Q377448) (← links)
- New families of subordinators with explicit transition probability semigroup (Q404140) (← links)
- Meromorphic Lévy processes and their fluctuation identities (Q433907) (← links)
- A finite element discretization method for option pricing with the Bates model (Q435146) (← links)
- Option pricing and hedging under a stochastic volatility Lévy process model (Q437103) (← links)
- Modeling high-frequency financial data by pure jump processes (Q447825) (← links)
- Realized Laplace transforms for pure-jump semimartingales (Q447866) (← links)
- Stochastic volatility with leverage: fast and efficient likelihood inference (Q451250) (← links)
- Option pricing and hedging in incomplete market driven by normal tempered stable process with stochastic volatility (Q465438) (← links)
- Statistical estimation of Lévy-type stochastic volatility models (Q470521) (← links)
- First steps towards an equilibrium theory for Lévy financial markets (Q470675) (← links)
- Time-varying jump tails (Q473227) (← links)
- Convex ordering criteria for Lévy processes (Q477990) (← links)
- Minimal \(q\)-entropy martingale measures for exponential time-changed Lévy processes (Q483702) (← links)
- Computable error estimates of a finite difference scheme for option pricing in exponential Lévy models (Q486710) (← links)
- Efficiently pricing double barrier derivatives in stochastic volatility models (Q488214) (← links)
- A radial basis function partition of unity collocation method for convection-diffusion equations arising in financial applications (Q499268) (← links)
- Consumption-investment optimization with Epstein-Zin utility in incomplete markets (Q503396) (← links)
- Clustered Lévy processes and their financial applications (Q515759) (← links)
- Series representations for multivariate time-changed Lévy models (Q518858) (← links)
- Limit theorems for power variations of pure-jump processes with application to activity estima\-tion (Q535202) (← links)
- Transition density estimates for jump Lévy processes (Q544517) (← links)
- Asymptotic results for time-changed Lévy processes sampled at hitting times (Q550169) (← links)
- Tempered stable laws as random walk limits (Q552989) (← links)
- Hölder continuity of solutions of second-order non-linear elliptic integro-differential equations (Q610654) (← links)
- Utility maximization in models with conditionally independent increments (Q614120) (← links)
- The evaluation of American options in a stochastic volatility model with jumps: an efficient finite element approach (Q614340) (← links)
- Generalized pricing formulas for stochastic volatility jump diffusion models applied to the exponential Vasicek model (Q614589) (← links)
- Option pricing under some Lévy-like stochastic processes (Q617036) (← links)
- Quasi Ornstein-Uhlenbeck processes (Q638762) (← links)
- Statistical inference for time-changed Lévy processes via composite characteristic function estimation (Q651029) (← links)
- Quantile clocks (Q655573) (← links)
- Optimal portfolio allocation with higher moments (Q665798) (← links)
- Applications of inverse tempered stable subordinators (Q666754) (← links)
- The implicit midpoint method for Riesz tempered fractional diffusion equation with a nonlinear source term (Q667961) (← links)
- A posteriori error analysis for a class of integral equations and variational inequalities (Q707582) (← links)
- The fractional multivariate normal tempered stable process (Q714607) (← links)
- The quintessential option pricing formula under Lévy processes (Q735135) (← links)
- Econometric analysis of jump-driven stochastic volatility models (Q737254) (← links)
