Pages that link to "Item:Q2490448"

The following pages link to A comparison of option prices under different pricing measures in a stochastic volatility model with correlation (Q2490448):

Displaying 15 items.

• Non-Gaussian GARCH option pricing models and their diffusion limits (Q320097) (← links)
• Application of Moore-Penrose inverse in deciding the minimal martingale measure (Q601957) (← links)
• Indifference valuation in incomplete binomial models (Q613732) (← links)
• Bounds for the utility-indifference prices of non-traded assets in incomplete markets (Q816441) (← links)
• Comparison of option prices in semimartingale models (Q854274) (← links)
• Characterisation of optimal dual measures via distortion (Q882491) (← links)
• A general framework for the derivation of asset price bounds: An application to stochastic volatility option models (Q1039658) (← links)
• Comparison results for stochastic volatility models via coupling (Q2430255) (← links)
• Corrections to the Prices of Derivatives due to Market Incompleteness (Q3004481) (← links)
• Risk minimization in stochastic volatility models: model risk and empirical performance (Q3182745) (← links)
• The Fundamental Theorem of Derivative Trading - exposition, extensions and experiments (Q4555094) (← links)
• STOCHASTIC VOLATILITY MODELS, CORRELATION, AND THE <i>q</i>‐OPTIMAL MEASURE (Q4673670) (← links)
• RISK PREMIA AND OPTIMAL LIQUIDATION OF CREDIT DERIVATIVES (Q4909145) (← links)
• Option Pricing Under Autoregressive Random Variance Models (Q5018717) (← links)
• ANALYTICAL COMPARISONS OF OPTION PRICES IN STOCHASTIC VOLATILITY MODELS (Q5464335) (← links)