Pages that link to "Item:Q5018717"
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The following pages link to Option Pricing Under Autoregressive Random Variance Models (Q5018717):
Displaying 4 items.
- Variance dynamics: joint evidence from options and high-frequency returns (Q737284) (← links)
- Empirical assessment of an intertemporal option pricing model with latent variables. (Q1398969) (← links)
- Pricing Annuity Guarantees Under a Regime-Switching Model (Q5029071) (← links)
- Option pricing under stochastic volatility models with latent volatility (Q6053121) (← links)