Pages that link to "Item:Q1848532"

The following pages link to Stochastic volatility, jumps and hidden time changes (Q1848532):

Displaying 15 items.

• Impact of jumps on returns and realised variances: econometric analysis of time-deformed Lévy processes (Q292014) (← links)
• Optimal portfolio allocation with higher moments (Q665798) (← links)
• On the class of distributions of subordinated Lévy processes and bases (Q730346) (← links)
• Infinite divisibility for stochastic processes and time change (Q867076) (← links)
• Quadratic variation, models, applications and lessons (Q2170296) (← links)
• A high-low based omnibus test for symmetry, the Lévy property, and other hypotheses on intraday returns (Q2430251) (← links)
• Improved convergence rate for the simulation of stochastic differential equations driven by subordinated Lévy processes. (Q2574601) (← links)
• CALIBRATING THE SMILE WITH MULTIVARIATE TIME-CHANGED BROWNIAN MOTION AND THE ESSCHER TRANSFORM (Q2874728) (← links)
• AN EXPLICIT OPTION-BASED STRATEGY THAT OUTPERFORMS DOLLAR COST AVERAGING (Q2882689) (← links)
• On the Stability of Prices of Contingent Claims in Incomplete Models Under Statistical Estimations (Q2904891) (← links)
• Approximation for the Normal Inverse Gaussian Process Using Random Sums (Q3651647) (← links)
• Valuing Bermudan options when asset returns are Lévy processes (Q4647599) (← links)
• OPTION SURFACE STATISTICS WITH APPLICATIONS (Q5048581) (← links)
• (Q5389732) (← links)
• (Q5389733) (← links)