Pages that link to "Item:Q2148668"
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The following pages link to Estimation and prediction under local volatility jump-diffusion model (Q2148668):
Displaying 9 items.
- Local \(M\)-estimation for jump-diffusion processes (Q449381) (← links)
- Implied volatility in oil markets (Q961396) (← links)
- Volatility estimation for stochastic project value models (Q1926781) (← links)
- Local SIML estimation of some Brownian and jump functionals under market micro-structure noise (Q2103295) (← links)
- Forecasting value-at-risk in turbulent stock markets via the local regularity of the price process (Q2127364) (← links)
- Local Linear Estimation of Recurrent Jump—Diffusion Models (Q4904678) (← links)
- Financial events risk assessment based on historical data analysis (Q6159092) (← links)
- RBF based some implicit-explicit finite difference schemes for pricing option under extended jump-diffusion model (Q6540205) (← links)
- RBF-FD based some implicit-explicit methods for pricing option under regime-switching jump-diffusion model with variable coefficients (Q6618223) (← links)
