Pages that link to "Item:Q2347724"
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The following pages link to Option pricing with non-Gaussian scaling and infinite-state switching volatility (Q2347724):
Displaying 5 items.
- An empirical model of volatility of returns and option pricing (Q1409097) (← links)
- Risk preference, option pricing and portfolio hedging with proportional transaction costs (Q1674295) (← links)
- The fine-structure of volatility feedback. I: Multi-scale self-reflexivity (Q1782966) (← links)
- Econometric analysis of financial derivatives: an overview (Q2347714) (← links)
- A theory of non‐Gaussian option pricing (Q4646812) (← links)