Pages that link to "Item:Q1028530"

The following pages link to Smoothly truncated stable distributions, GARCH-models, and option pricing (Q1028530):

Displayed 8 items.

• Option pricing in a conditional bilateral Gamma model (Q301218) ‎ (← links)
• Option pricing and hedging under a stochastic volatility Lévy process model (Q437103) ‎ (← links)
• GARCH option pricing: A semiparametric approach (Q938035) ‎ (← links)
• GARCH option pricing models with Meixner innovations (Q1710580) ‎ (← links)
• On simulating truncated stable random variables (Q2259228) ‎ (← links)
• Multilevel Monte Carlo Implementation for SDEs Driven by Truncated Stable Processes (Q2957022) ‎ (← links)
• Pricing Tranches of a CDO and a CDS Index: Recent Advances and Future Research (Q3606103) ‎ (← links)
• Indirect estimation of randomized generalized autoregressive conditional heteroskedastic models (Q5220905) ‎ (← links)