Pages that link to "Item:Q1409097"
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The following pages link to An empirical model of volatility of returns and option pricing (Q1409097):
Displaying 15 items.
- Accounting for risk of non linear portfolios. A novel Fourier approach (Q614629) (← links)
- 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)
- Empirical option pricing: A retrospection (Q1398987) (← links)
- Thermodynamic analogies in economics and finance: instability of markets (Q1409098) (← links)
- Scaling, correlations, and cascades in finance and turbulence (Q1409099) (← links)
- Implied Volatility of interest rate options: an empirical investigation of the market model (Q1417031) (← links)
- Volatility and expected option returns: a note (Q1672838) (← links)
- Derivative pricing with non-linear Fokker-Planck dynamics (Q1873989) (← links)
- Modeling volatility persistence of speculative returns: a new approach (Q1922363) (← links)
- Variable step random walks and self-similar distributions (Q2492829) (← links)
- Multiplicative noise, fast convolution and pricing (Q2879044) (← links)
- Models for option pricing based on empirical characteristic function of returns (Q3083383) (← links)
- (Q3431002) (← links)
- Model‐based quantification of the volatility of options at transaction level with extended count regression models (Q5430333) (← links)