The following pages link to Coupling index and stocks (Q2869971):
Displaying 8 items.
- What distinguishes individual stocks from the index? (Q977581) (← links)
- The index cohesive effect on stock market correlations (Q978942) (← links)
- A model-free approach to multivariate option pricing (Q2047036) (← links)
- Stochastic local intensity loss models with interacting particle systems (Q2799999) (← links)
- Equity correlations implied by index options: estimation and model uncertainty analysis (Q2847242) (← links)
- THE HESTON STOCHASTIC-LOCAL VOLATILITY MODEL: EFFICIENT MONTE CARLO SIMULATION (Q2941062) (← links)
- Implied Volatility of Basket Options at Extreme Strikes (Q4560331) (← links)
- The multivariate Variance Gamma model: basket option pricing and calibration (Q5001151) (← links)