Pages that link to "Item:Q5929887"
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The following pages link to Asset pricing with stochastic volatility (Q5929887):
Displaying 14 items.
- A filtering approach to tracking volatility from prices observed at random times (Q862222) (← links)
- Asset price volatility in a nonconvex general equilibrium model (Q1269791) (← links)
- Stochastic calculus for assets with non-Gaussian price fluctuations (Q1606132) (← links)
- On volatility of prices in arbitrage-free markets (Q1904628) (← links)
- The volatility of asset prices in a stochastic production economy (Q2366936) (← links)
- Multivariate asset price dynamics with stochastic covariation (Q2994859) (← links)
- Bond markets with stochastic volatility (Q3572018) (← links)
- ASYMPTOTIC BEHAVIOR OF DISTRIBUTION DENSITIES IN MODELS WITH STOCHASTIC VOLATILITY. I (Q3576957) (← links)
- Asset Prices With Regime-Switching Variance Gamma Dynamics (Q3631201) (← links)
- EQUILIBRIUM STATE PRICES IN A STOCHASTIC VOLATILITY MODEL<sup>1</sup> (Q4226863) (← links)
- Pricing under rough volatility (Q5001177) (← links)
- Optimal Redeeming Strategy of Stock Loans Under Drift Uncertainty (Q5108271) (← links)
- Volatility and stock prices: Implications from a production model of asset pricing (Q5940744) (← links)
- Asset pricing with a forward--backward stochastic differential utility (Q5941377) (← links)