Pages that link to "Item:Q320097"
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The following pages link to Non-Gaussian GARCH option pricing models and their diffusion limits (Q320097):
Displaying 14 items.
- An option pricing formula for the GARCH diffusion model (Q957204) (← links)
- Asymptotic asset pricing and bubbles (Q1744206) (← links)
- Quadratic hedging schemes for non-Gaussian GARCH models (Q1994523) (← links)
- Option pricing with conditional GARCH models (Q2028829) (← links)
- Non-parametric news impact curve: a variational approach (Q2156537) (← links)
- Learning for infinitely divisible GARCH models in option pricing (Q2699614) (← links)
- Option Pricing Under GARCH Processes Using PDE Methods (Q3098308) (← links)
- (Q3633248) (← links)
- A theory of non‐Gaussian option pricing (Q4646812) (← links)
- Variance swaps valuation under non-affine GARCH models and their diffusion limits (Q5234288) (← links)
- APPROXIMATING GARCH‐JUMP MODELS, JUMP‐DIFFUSION PROCESSES, AND OPTION PRICING (Q5472775) (← links)
- The continuous limit of weak GARCH (Q5861045) (← links)
- Option pricing under stochastic volatility models with latent volatility (Q6053121) (← links)
- A new bivariate approach for modeling the interaction between stock volatility and interest rate: an application to S\&P500 returns and options (Q6556120) (← links)
