Pages that link to "Item:Q938035"
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The following pages link to GARCH option pricing: A semiparametric approach (Q938035):
Displaying 14 items.
- Non-Gaussian GARCH option pricing models and their diffusion limits (Q320097) (← links)
- Esscher transforms and consumption-based models (Q659151) (← links)
- An empirical comparison of GARCH option pricing models (Q867119) (← links)
- Pricing bivariate option under GARCH processes with time-varying copula (Q931205) (← links)
- Option pricing with discrete time jump processes (Q1994170) (← links)
- Option pricing with conditional GARCH models (Q2028829) (← links)
- Learning for infinitely divisible GARCH models in option pricing (Q2699614) (← links)
- A Modified Empirical Martingale Simulation for Financial Derivative Pricing (Q2815364) (← links)
- A COMPARISON OF PRICING KERNELS FOR GARCH OPTION PRICING WITH GENERALIZED HYPERBOLIC DISTRIBUTIONS (Q3094327) (← links)
- Option Pricing Under GARCH Processes Using PDE Methods (Q3098308) (← links)
- (Q3633248) (← links)
- (Q3641966) (← links)
- (Q4678104) (← links)
- Model risk of the implied GARCH-normal model (Q5247942) (← links)
