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