Option Pricing in Stochastic Volatility Models of the Ornstein‐Uhlenbeck type (Q4825509): Difference between revisions

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+Superposition of Ornstein--Uhlenbeck Type Processes
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+Some stationary processes in discrete and continuous time
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+Apparent scaling
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+Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
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+Incompleteness of markets driven by a mixed diffusion
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+Merton's portfolio optimization problem in a Black and Scholes market with non‐Gaussian stochastic volatility of Ornstein‐Uhlenbeck type
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+The Pricing of Options and Corporate Liabilities
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+Bayesian Inference for Non-Gaussian Ornstein–Uhlenbeck Stochastic Volatility Processes
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+Transform Analysis and Asset Pricing for Affine Jump-diffusions
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+On the range of options prices
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+Bounds on European Option Prices under Stochastic Volatility
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+The Variance Gamma Process and Option Pricing
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+Q4486401
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+Contingent Claims and Market Completeness in a Stochastic Volatility Model
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+Generalized Hyperbolic Diffusion Processes with Applications in Finance
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