Pages that link to "Item:Q2347726"
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The following pages link to What is beneath the surface? Option pricing with multifrequency latent states (Q2347726):
Displaying 5 items.
- Option pricing in regime-switching frameworks with the extended Girsanov principle (Q2038228) (← links)
- Econometric analysis of financial derivatives: an overview (Q2347714) (← links)
- Heterogeneity in economic relationships: scale dependence through the multivariate fractal regression (Q2668295) (← links)
- A discrete-time hedging framework with multiple factors and fat tails: on what matters (Q2682956) (← links)
- Informative option portfolios in filter design for option pricing models (Q5014228) (← links)