Pages that link to "Item:Q2410398"
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The following pages link to Option pricing and hedging for optimized Lévy driven stochastic volatility models (Q2410398):
Displaying 14 items.
- Pricing and hedging European-style options in Lévy-based stochastic volatility models considering the leverage effect (Q252930) (← links)
- Variance-optimal hedging for target volatility options (Q380555) (← links)
- Option pricing and hedging under a stochastic volatility Lévy process model (Q437103) (← links)
- Option pricing for stochastic volatility model with infinite activity Lévy jumps (Q1619524) (← links)
- Analytic techniques for option pricing under a hyperexponential Lévy model (Q1639540) (← links)
- Closed-form optimal strategies of continuous-time options with stochastic differential equations (Q1674900) (← links)
- Lévy process-driven asymmetric heteroscedastic option pricing model and empirical analysis (Q1727182) (← links)
- Pricing foreign equity option under stochastic volatility tempered stable Lévy processes (Q2147863) (← links)
- Option pricing for symmetric Lévy returns with applications (Q2398586) (← links)
- Option pricing for a stochastic volatility Lévy model with stochastic interest rates (Q2511813) (← links)
- HEDGING STRATEGIES AND MINIMAL VARIANCE PORTFOLIOS FOR EUROPEAN AND EXOTIC OPTIONS IN A LÉVY MARKET (Q3161739) (← links)
- On the Relation Between Option and Stock Prices: A Convex Optimization Approach (Q3635097) (← links)
- Option Pricing and Sensitivity Analysis in the Lévy Forward Process Model (Q4689913) (← links)
- Option pricing based on hybrid GARCH-type models with improved ensemble empirical mode decomposition (Q5026530) (← links)
