Pages that link to "Item:Q1584195"
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The following pages link to Discrete time option pricing with flexible volatility estimation (Q1584195):
Displaying 10 items.
- GARCH option pricing: A semiparametric approach (Q938035) (← links)
- GARCH option pricing models with Meixner innovations (Q1710580) (← links)
- Option pricing with discrete time jump processes (Q1994170) (← links)
- Bayesian spatio-temporal random coefficient time series (BaST-RCTS) model of infectious disease (Q2343727) (← links)
- Option pricing under threshold autoregressive models by threshold Esscher transform (Q2494607) (← links)
- Option valuation by using discrete singular convolution (Q2570721) (← links)
- Option pricing with realistic ARCH processes (Q2879018) (← links)
- Option pricing based on hybrid GARCH-type models with improved ensemble empirical mode decomposition (Q5026530) (← links)
- APPROXIMATING GARCH‐JUMP MODELS, JUMP‐DIFFUSION PROCESSES, AND OPTION PRICING (Q5472775) (← links)
- Contemporaneous asymmetry in GARCH processes (Q5932779) (← links)