Pages that link to "Item:Q3008483"
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The following pages link to MCMC ESTIMATION OF LÉVY JUMP MODELS USING STOCK AND OPTION PRICES (Q3008483):
Displaying 16 items.
- Option pricing for stochastic volatility model with infinite activity Lévy jumps (Q1619524) (← links)
- The analysis of corporate bond valuation under an infinite dimensional compound Poisson framework (Q1723751) (← links)
- Bayesian estimation of dynamic asset pricing models with informative observations (Q1740278) (← links)
- A spectral estimation of tempered stable stochastic volatility models and option pricing (Q1927145) (← links)
- Extracting market information from equity options with exponential Lévy processes (Q1994305) (← links)
- Model risk in the over-the-counter market (Q2076856) (← links)
- Pricing of variance swap rates and investment decisions of variance swaps: evidence from a three-factor model (Q2158056) (← links)
- Bayesian inference on volatility in the presence of infinite jump activity and microstructure noise (Q2219235) (← links)
- Option pricing and hedging for optimized Lévy driven stochastic volatility models (Q2410398) (← links)
- Learning for infinitely divisible GARCH models in option pricing (Q2699614) (← links)
- Calibrating the smile with multivariate time-changed Brownian motion and the Esscher transform (Q2874728) (← links)
- Optimization of Portfolio Compositions for Small and Medium Price-Taking Traders (Q2957704) (← links)
- Jump and Volatility Dynamics for the S&P 500: Evidence for Infinite-Activity Jumps with Non-Affine Volatility Dynamics from Stock and Option Markets* (Q4555662) (← links)
- Bayesian inference approach to inverse problems in a financial mathematical model (Q5031152) (← links)
- Rating frailty, Bayesian updates, and portfolio credit risk analysis* (Q5079370) (← links)
- Analytical solvability and exact simulation in models with affine stochastic volatility and Lévy jumps (Q6146678) (← links)
