Pages that link to "Item:Q867119"
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The following pages link to An empirical comparison of GARCH option pricing models (Q867119):
Displaying 14 items.
- A stochastic semidefinite programming approach for bounds on option pricing under regime switching (Q285991) (← links)
- Smoothly truncated stable distributions, GARCH-models, and option pricing (Q1028530) (← links)
- Microstructural biases in empirical tests of option pricing models (Q1037574) (← links)
- Bayesian option pricing using mixed normal heteroskedasticity models (Q1623554) (← links)
- Bank default indicators with volatility clustering (Q2036008) (← links)
- Pricing vulnerable options in a hybrid credit risk model driven by Heston-Nandi GARCH processes (Q2036854) (← links)
- Volatility Components, Affine Restrictions, and Nonnormal Innovations (Q3063001) (← links)
- A COMPARISON OF PRICING KERNELS FOR GARCH OPTION PRICING WITH GENERALIZED HYPERBOLIC DISTRIBUTIONS (Q3094327) (← links)
- (Q3431002) (← links)
- Historical simulation approach to the estimation of stochastic discount factor models (Q3518379) (← links)
- (Q4678104) (← links)
- THE VALUATION OF EXECUTIVE STOCK OPTIONS UNDER GARCH MODELS (Q5242841) (← links)
- Comparing the performances of symmetric and asymmetric generalized autoregressive conditionally heteroscedasticity models based on long-memory models under different distributions (Q6172132) (← links)
- Exact simulation of the Hull and White stochastic volatility model (Q6572645) (← links)
