Pages that link to "Item:Q1398969"

The following pages link to Empirical assessment of an intertemporal option pricing model with latent variables. (Q1398969):

Displaying 11 items.

• Learning, confidence, and option prices (Q494363) (← links)
• Efficiently pricing barrier options in a Markov-switching framework (Q708288) (← links)
• GARCH option pricing: A semiparametric approach (Q938035) (← links)
• The pricing kernel puzzle: survey and outlook (Q1669867) (← links)
• Extracting market information from equity options with exponential Lévy processes (Q1994305) (← links)
• Option pricing in regime-switching frameworks with the extended Girsanov principle (Q2038228) (← links)
• The leverage effect puzzle revisited: identification in discrete time (Q2190223) (← links)
• Option pricing under regime-switching models: novel approaches removing path-dependence (Q2421406) (← links)
• Multifrequency jump-diffusions: An equilibrium approach (Q2469552) (← links)
• AN EQUILIBRIUM GUIDE TO DESIGNING AFFINE PRICING MODELS (Q3005841) (← links)
• Comparison of methods to estimate option implied risk-neutral densities (Q5247238) (← links)