Pages that link to "Item:Q5144187"
From MaRDI portal
The following pages link to Anomalous Diffusions in Option Prices: Connecting Trade Duration and the Volatility Term Structure (Q5144187):
Displaying 5 items.
- How Duration Between Trades of Underlying Securities Affects Option Prices* (Q3063960) (← links)
- Limit theorems for prices of options written on semi-Markov processes (Q5018754) (← links)
- Modeling volatility of disaster-affected populations: a non-homogeneous geometric-skew Brownian motion approach (Q6143055) (← links)
- A subdiffusive stochastic volatility jump model (Q6166218) (← links)
- Regularity and asymptotics of densities of inverse subordinators (Q6658777) (← links)