Pages that link to "Item:Q633826"
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The following pages link to Empirical study of Nikkei 225 options with the Markov switching GARCH model (Q633826):
Displaying 7 items.
- Bayesian option pricing using mixed normal heteroskedasticity models (Q1623554) (← links)
- An alternative form used to calibrate the Heston option pricing model (Q2007219) (← links)
- Estimation and prediction under local volatility jump-diffusion model (Q2148668) (← links)
- Investigation of non-Gaussian effects in the Brazilian option market (Q2150222) (← links)
- Option pricing under a normal mixture distribution derived from the Markov tree model (Q2253395) (← links)
- A lattice approach for option pricing under a regime-switching GARCH-jump model (Q5051199) (← links)
- AN INVITATION TO MARKET-BASED OPTION PRICING AND ITS APPLICATIONS(<Special Issue>the 50th Anniversary of the Operations Research Society of Japan) (Q5385048) (← links)