Pages that link to "Item:Q5292355"
From MaRDI portal
The following pages link to Inference for a Class of Stochastic Volatility Models Using Option and Spot Prices: Application of a Bivariate Kalman Filter (Q5292355):
Displaying 6 items.
- Bayesian inference for Heston-STAR models (Q518236) (← links)
- Probabilistic forecasts of volatility and its risk premia (Q528102) (← links)
- Option pricing in an exponential mixedts Lévy process (Q1703561) (← links)
- Bayesian inference in a stochastic volatility Nelson-Siegel model (Q1927156) (← links)
- An unscented Kalman smoother for volatility extraction: evidence from stock prices and options (Q2361173) (← links)
- Measuring expectations in options markets: an application to the S&P500 index (Q2866371) (← links)