Pages that link to "Item:Q1600540"
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The following pages link to The GARCH-stable option pricing model (Q1600540):
Displaying 24 items.
- A GARCH option pricing model with \(\alpha\)-stable innovations (Q704080) (← links)
- American option pricing under GARCH diffusion model: an empirical study (Q741895) (← links)
- An empirical comparison of GARCH option pricing models (Q867119) (← links)
- GARCH option pricing: A semiparametric approach (Q938035) (← links)
- An option pricing formula for the GARCH diffusion model (Q957204) (← links)
- Smoothly truncated stable distributions, GARCH-models, and option pricing (Q1028530) (← links)
- The simulation of option prices with application to LIFFE options on futures (Q1296350) (← links)
- Discrete time option pricing with flexible volatility estimation (Q1584195) (← links)
- Option pricing for a logstable asset price model (Q1596871) (← links)
- GARCH option pricing models with Meixner innovations (Q1710580) (← links)
- Option pricing with ARIMA-GARCH models of underlying asset returns (Q1725588) (← links)
- Model-based pricing for financial derivatives (Q2347719) (← links)
- Option pricing for GARCH-type models with generalized hyperbolic innovations (Q2873536) (← links)
- GARCH options via local risk minimization (Q2873537) (← links)
- Option pricing with realistic ARCH processes (Q2879018) (← links)
- Locally risk-neutral valuation of options in GARCH models based on variance-gamma process (Q2882691) (← links)
- Volatility Components, Affine Restrictions, and Nonnormal Innovations (Q3063001) (← links)
- Pricing Claims Under GARCH-Level Dependent Interest Rate Processes (Q3114752) (← links)
- Dynamic Programming Approach for Valuing Options in the GARCH Model (Q3117795) (← links)
- THE GARCH OPTION PRICING MODEL (Q3125789) (← links)
- (Q3633248) (← links)
- OPTION SURFACE STATISTICS WITH APPLICATIONS (Q5048581) (← links)
- Pricing accelerated simulation theory of generalized autoregressive conditional heteroskedasticity model (Q5196337) (← links)
- THE VALUATION OF EXECUTIVE STOCK OPTIONS UNDER GARCH MODELS (Q5242841) (← links)
