The following pages link to (Q3374320):
Displaying 30 items.
- Solutions to integro-differential problems arising on pricing options in a Lévy market (Q411469) (← links)
- Parametric estimation of stationary stochastic processes under indirect observability (Q637529) (← links)
- The Black-Scholes equation in stochastic volatility models (Q973979) (← links)
- Closed-form optimal strategies of continuous-time options with stochastic differential equations (Q1674900) (← links)
- Option pricing with Legendre polynomials (Q2628349) (← links)
- Strategic investment decisions under fast mean-reversion stochastic volatility (Q2862421) (← links)
- An intensity-based approach for equity modeling (Q2862438) (← links)
- An efficient ETD method for pricing American options under stochastic volatility with nonsmooth payoffs (Q2864595) (← links)
- Inference for Lévy-driven stochastic volatility models via adaptive sequential Monte Carlo (Q2911650) (← links)
- The double Gaussian approximation for high frequency data (Q2911663) (← links)
- ECF estimation of Markov models where the transition density is unknown (Q3004024) (← links)
- AN EQUILIBRIUM GUIDE TO DESIGNING AFFINE PRICING MODELS (Q3005841) (← links)
- Likelihood estimation of Lévy‐driven stochastic volatility models through realized variance measures (Q3018503) (← links)
- Likelihood-based inference for correlated diffusions (Q3019141) (← links)
- MOMENT EXPLOSIONS AND LONG-TERM BEHAVIOR OF AFFINE STOCHASTIC VOLATILITY MODELS (Q3069958) (← links)
- Estimation of Correlation for Continuous Semimartingales (Q3145567) (← links)
- TIME-CHANGED MARKOV PROCESSES IN UNIFIED CREDIT-EQUITY MODELING (Q3161734) (← links)
- MEAN–VARIANCE HEDGING AND OPTIMAL INVESTMENT IN HESTON'S MODEL WITH CORRELATION (Q3521286) (← links)
- ARMA representation of integrated and realized variances (Q4458360) (← links)
- A dimension and variance reduction Monte-Carlo method for option pricing under jump-diffusion models (Q4610213) (← links)
- ON PROPERTIES OF ANALYTICALLY SOLVABLE FAMILIES OF LOCAL VOLATILITY DIFFUSION MODELS (Q4906524) (← links)
- EQUILIBRIUM ASSET AND OPTION PRICING UNDER JUMP DIFFUSION (Q4906526) (← links)
- Comparison of solutions of stochastic equations and applications (Q4949462) (← links)
- NON‐PARAMETRIC ESTIMATION OF HIGH‐FREQUENCY SPOT VOLATILITY FOR BROWNIAN SEMIMARTINGALE WITH JUMPS (Q5176864) (← links)
- Analytic approach to solve a degenerate parabolic PDE for the Heston model (Q5348435) (← links)
- From Moment Explosion to the Asymptotic Behavior of the Cumulative Distribution for a Random Variable (Q5369323) (← links)
- Test for dispersion constancy in stochastic differential equation models (Q5414508) (← links)
- Pricing of mountain range derivatives under a principal component stochastic volatility model (Q5414524) (← links)
- Issues of Aggregation Over Time of Conditional Heteroscedastic Volatility Models: What Kind of Diffusion Do We Recover? (Q5452760) (← links)
- Marginal Density Expansions for Diffusions and Stochastic Volatility II: Applications (Q5746487) (← links)
