Pages that link to "Item:Q1596871"
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The following pages link to Option pricing for a logstable asset price model (Q1596871):
Displayed 24 items.
- Modeling chinese stock returns with stable distribution (Q646126) (← links)
- A testable version of the Pareto-Stable CAPM (Q699422) (← links)
- Boundary behavior of harmonic functions for truncated stable processes (Q927261) (← links)
- Weighted Poincaré inequality and heat kernel estimates for finite range jump processes (Q957873) (← links)
- Symmetric jump processes and their heat kernel estimates (Q1042974) (← links)
- Option pricing for stable and infinitely divisible asset returns (Q1596868) (← links)
- Maximum likelihood estimation of stable Paretian models. (Q1596882) (← links)
- Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence (Q1600522) (← links)
- Margrabe's option to exchange in a Paretian-stable subordinated market. (Q1600539) (← links)
- The GARCH-stable option pricing model (Q1600540) (← links)
- Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis (Q2136947) (← links)
- Option pricing under finite moment log stable process in a regulated market: a generalized fractional path integral formulation and Monte Carlo based simulation (Q2208163) (← links)
- Modelling tail risk with tempered stable distributions: an overview (Q2241120) (← links)
- Statistical inference on the drift parameter in symmetric stable Lévy process with a deterministic drift (Q2323177) (← links)
- Delta hedging strategies comparison (Q2464246) (← links)
- The relative entropy in CGMY processes and its applications to finance (Q2472193) (← links)
- Option pricing for time-change exponential Lévy model under MEMM (Q2480093) (← links)
- CALIBRATING THE SMILE WITH MULTIVARIATE TIME-CHANGED BROWNIAN MOTION AND THE ESSCHER TRANSFORM (Q2874728) (← links)
- Option pricing with Lévy-Stable processes generated by Lévy-Stable integrated variance (Q3404096) (← links)
- A Functional Central Limit Theorem for the Realized Power Variation of Integrated Stable Processes (Q3423702) (← links)
- Multi-modal tempered stable distributions and prosses with applications to finance (Q5077485) (← links)
- OU models based on positive and negative subordinate processes applying in SHIBOR time series analysis and derivative pricing – through discrete differential method (Q5205895) (← links)
- Asymmetrically tempered stable distributions with applications to finance (Q5227569) (← links)
- A subdiffusive stochastic volatility jump model (Q6166218) (← links)