Pages that link to "Item:Q5301479"
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The following pages link to Stochastic Volatility Models and Option Prices (Q5301479):
Displaying 18 items.
- Realized volatility forecasting and option pricing (Q299252) (← links)
- Pricing of bond options. Unspanned stochastic volatility and random field models. (Q946627) (← links)
- The Black-Scholes equation in stochastic volatility models (Q973979) (← links)
- Modelling the stochastic dynamics of volatility for equity indices (Q1415625) (← links)
- Analytic pricing of volatility-equity options within Wishart-based stochastic volatility models (Q1785445) (← links)
- Econometric specification of the risk neutral valuation model (Q1969816) (← links)
- Comparison results for stochastic volatility models via coupling (Q2430255) (← links)
- Stochastic volatility and option pricing with long-memory in discrete and continuous time (Q2873036) (← links)
- Stochastic volatility models including open, close, high and low prices (Q2893203) (← links)
- Pricing Options with Hybrid Stochastic Volatility Models (Q2958817) (← links)
- Complete–market models of stochastic volatility (Q3043424) (← links)
- (Q3457552) (← links)
- Stochastic Volatility: Option Pricing using a Multinomial Recombining Tree (Q3502207) (← links)
- EQUILIBRIUM STATE PRICES IN A STOCHASTIC VOLATILITY MODEL<sup>1</sup> (Q4226863) (← links)
- Option pricing: the reduced-form SDE model (Q5072126) (← links)
- ANALYTICAL COMPARISONS OF OPTION PRICES IN STOCHASTIC VOLATILITY MODELS (Q5464335) (← links)
- (Q5702120) (← links)
- Stochastic volatility demand systems (Q5864632) (← links)