Pages that link to "Item:Q704080"
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The following pages link to A GARCH option pricing model with \(\alpha\)-stable innovations (Q704080):
Displaying 18 items.
- Non-Gaussian GARCH option pricing models and their diffusion limits (Q320097) (← links)
- Modeling international trade data with the Tweedie distribution for anti-fraud and policy support (Q320834) (← links)
- Smoothly truncated stable distributions, GARCH-models, and option pricing (Q1028530) (← links)
- Option pricing for a logstable asset price model (Q1596871) (← links)
- The GARCH-stable option pricing model (Q1600540) (← links)
- GARCH option pricing models with Meixner innovations (Q1710580) (← links)
- Option pricing with conditional GARCH models (Q2028829) (← links)
- Orthant-based variance decomposition in investment portfolios (Q2030706) (← links)
- To expand and to abandon: real options under asset variance risk premium (Q2116895) (← links)
- Bivariate sub-Gaussian model for stock index returns (Q2146838) (← links)
- American option pricing under GARCH with non-normal innovations (Q2331384) (← links)
- Recurrence quantification analysis of denoised index returns via alpha-stable modeling of wavelet coefficients: detecting switching volatility regimes (Q2691644) (← links)
- Option pricing for GARCH-type models with generalized hyperbolic innovations (Q2873536) (← links)
- A COMPARISON OF PRICING KERNELS FOR GARCH OPTION PRICING WITH GENERALIZED HYPERBOLIC DISTRIBUTIONS (Q3094327) (← links)
- Pricing Tranches of a CDO and a CDS Index: Recent Advances and Future Research (Q3606103) (← links)
- (Q3633248) (← links)
- Expectation Propagation for Likelihood-Free Inference (Q4975353) (← links)
- A new bivariate approach for modeling the interaction between stock volatility and interest rate: an application to S\&P500 returns and options (Q6556120) (← links)
