Pages that link to "Item:Q2299587"
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The following pages link to Nonparametric spot volatility from options (Q2299587):
Displaying 11 items.
- Volatility analysis with realized GARCH-Itô models (Q134810) (← links)
- Nonparametric jump variation measures from options (Q2171999) (← links)
- Higher-order small time asymptotic expansion of Itô semimartingale characteristic function with application to estimation of leverage from options (Q2239273) (← links)
- Closed-form implied volatility surfaces for stochastic volatility models with jumps (Q2658792) (← links)
- Bias reduction in spot volatility estimation from options (Q2697974) (← links)
- SPATIAL DEPENDENCE IN OPTION OBSERVATION ERRORS (Q4993886) (← links)
- Risk Neutral Jump Arrival Rates Implied in Option Prices and Their Models (Q5075238) (← links)
- Volatility measurement with pockets of extreme return persistence (Q6090561) (← links)
- Volatility of volatility and leverage effect from options (Q6118716) (← links)
- Volatility analysis for the GARCH-Itô model with option data (Q6490397) (← links)
- Estimating option pricing models using a characteristic function-based linear state space representation (Q6664638) (← links)
