Pages that link to "Item:Q1010566"

The following pages link to A class of nonlinear stochastic volatility models and its implications for pricing currency options (Q1010566):

Displaying 11 items.

• On the use of non-linear transformations in stochastic volatility models (Q257523) (← links)
• Implied volatility in oil markets (Q961396) (← links)
• Calibration of a path-dependent volatility model: empirical tests (Q961413) (← links)
• Modelling nonlinearities and heavy tails via threshold normal mixture GARCH models (Q1023483) (← links)
• Modelling long-memory volatilities with leverage effect: A-LMSV versus FIEGARCH (Q1023615) (← links)
• Actuarial approach in a mixed fractional Brownian motion with jumps environment for pricing currency option (Q1721889) (← links)
• Applications of the characteristic function-based continuum GMM in finance (Q1927140) (← links)
• Incorporating realized quarticity into a realized stochastic volatility model (Q2011046) (← links)
• Simulation-Based Estimation Methods for Financial Time Series Models (Q3112468) (← links)
• Box–Cox realized asymmetric stochastic volatility models with generalized Student's<i>t</i>-error distributions (Q5138133) (← links)
• LINK OF MOMENTS BEFORE AND AFTER TRANSFORMATIONS, WITH AN APPLICATION TO RESAMPLING FROM FAT-TAILED DISTRIBUTIONS (Q5384846) (← links)