Pages that link to "Item:Q2347728"

The following pages link to Smile from the past: a general option pricing framework with multiple volatility and leverage components (Q2347728):

Displayed 7 items.

• GARCH option pricing models with Meixner innovations (Q1710580) ‎ (← links)
• A general framework for pricing Asian options under stochastic volatility on parallel architectures (Q1991237) ‎ (← links)
• Closed-form variance swap prices under general affine GARCH models and their continuous-time limits (Q2288922) ‎ (← links)
• A realized volatility approach to option pricing with continuous and jump variance components (Q2292059) ‎ (← links)
• Econometric analysis of financial derivatives: an overview (Q2347714) ‎ (← links)
• A discrete-time hedging framework with multiple factors and fat tails: on what matters (Q2682956) ‎ (← links)
• Estimating the Constant Elasticity of Variance Model with Data-Driven Markov Chain Monte Carlo Methods (Q2973368) ‎ (← links)