Pages that link to "Item:Q1727182"
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The following pages link to Lévy process-driven asymmetric heteroscedastic option pricing model and empirical analysis (Q1727182):
Displaying 3 items.
- Asymptotic option pricing under pure-jump Lévy processes via nonlinear regression (Q458120) (← links)
- Option pricing and hedging for optimized Lévy driven stochastic volatility models (Q2410398) (← links)
- Option pricing based on hybrid GARCH-type models with improved ensemble empirical mode decomposition (Q5026530) (← links)