Pages that link to "Item:Q2028829"
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The following pages link to Option pricing with conditional GARCH models (Q2028829):
Displaying 18 items.
- Option valuation with conditional skewness (Q292018) (← links)
- Option pricing in a conditional bilateral Gamma model (Q301218) (← links)
- An empirical comparison of GARCH option pricing models (Q867119) (← links)
- Pricing bivariate option under GARCH processes with time-varying copula (Q931205) (← links)
- An option pricing formula for the GARCH diffusion model (Q957204) (← links)
- Smoothly truncated stable distributions, GARCH-models, and option pricing (Q1028530) (← links)
- GARCH option pricing models with Meixner innovations (Q1710580) (← links)
- Option pricing with ARIMA-GARCH models of underlying asset returns (Q1725588) (← links)
- Learning for infinitely divisible GARCH models in option pricing (Q2699614) (← links)
- Option Pricing Under GARCH Processes Using PDE Methods (Q3098308) (← links)
- THE GARCH OPTION PRICING MODEL (Q3125789) (← links)
- (Q3633248) (← links)
- (Q3641966) (← links)
- (Q4678104) (← links)
- DISCRETIZATION PROCESSING OF FINANCIAL RISK MANAGEMENT USING STOCHASTIC DIFFERENTIAL EQUATION SIMULATION METHOD (Q5070768) (← links)
- (Q5128373) (← links)
- THE VALUATION OF EXECUTIVE STOCK OPTIONS UNDER GARCH MODELS (Q5242841) (← links)
- A new bivariate approach for modeling the interaction between stock volatility and interest rate: an application to S\&P500 returns and options (Q6556120) (← links)