Pages that link to "Item:Q470522"

The following pages link to Affine fractional stochastic volatility models (Q470522):

Displaying 11 items.

• Impact of jumps on returns and realised variances: econometric analysis of time-deformed Lévy processes (Q292014) (← links)
• Goodness of fit assessment for a fractal model of stock markets (Q340460) (← links)
• Estimation and pricing under long-memory stochastic volatility (Q470523) (← links)
• Does the Hurst index matter for option prices under fractional volatility? (Q525208) (← links)
• Small-time asymptotics for Gaussian self-similar stochastic volatility models (Q781554) (← links)
• A generalization of the Hull and White formula with applications to option pricing approximation (Q854283) (← links)
• Estimation of the volatility persistence in a discretely observed diffusion model (Q936399) (← links)
• Least squares estimation for the drift parameters in the sub-fractional Vasicek processes (Q1643803) (← links)
• Black-Scholes in a CEV random environment (Q1648901) (← links)
• Asymptotic theory for rough fractional Vasicek models (Q1738407) (← links)
• Option pricing with fractional stochastic volatility and discontinuous payoff function of polynomial growth (Q1739388) (← links)