Pages that link to "Item:Q1848532"
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The following pages link to Stochastic volatility, jumps and hidden time changes (Q1848532):
Displaying 18 items.
- Impact of jumps on returns and realised variances: econometric analysis of time-deformed Lévy processes (Q292014) (← links)
- Optimal portfolio allocation with higher moments (Q665798) (← links)
- On the class of distributions of subordinated Lévy processes and bases (Q730346) (← links)
- Infinite divisibility for stochastic processes and time change (Q867076) (← links)
- Quadratic variation, models, applications and lessons (Q2170296) (← links)
- A high-low based omnibus test for symmetry, the Lévy property, and other hypotheses on intraday returns (Q2430251) (← links)
- Improved convergence rate for the simulation of stochastic differential equations driven by subordinated Lévy processes. (Q2574601) (← links)
- Retrieving Information from Subordination (Q2838136) (← links)
- Calibrating the smile with multivariate time-changed Brownian motion and the Esscher transform (Q2874728) (← links)
- An explicit option-based strategy that outperforms dollar cost averaging (Q2882689) (← links)
- On the Stability of Prices of Contingent Claims in Incomplete Models Under Statistical Estimations (Q2904891) (← links)
- Approximation for the Normal Inverse Gaussian Process Using Random Sums (Q3651647) (← links)
- Valuing Bermudan options when asset returns are Lévy processes (Q4647599) (← links)
- OPTION SURFACE STATISTICS WITH APPLICATIONS (Q5048581) (← links)
- (Q5074406) (← links)
- (Q5389732) (← links)
- (Q5389733) (← links)
- Stochastic volatility in financial markets. Crossing the bridge to continuous time (Q5934086) (← links)
