Pages that link to "Item:Q2786036"

The following pages link to COMPUTATION OF VOLATILITY IN STOCHASTIC VOLATILITY MODELS WITH HIGH FREQUENCY DATA (Q2786036):

Displayed 11 items.

• Fourier transform methods for pathwise covariance estimation in the presence of jumps (Q468730) ‎ (← links)
• Monte Carlo calibration to implied volatility surface under volatility models (Q1684770) ‎ (← links)
• Estimation of the stochastic leverage effect using the Fourier transform method (Q2274297) ‎ (← links)
• Asymptotic results for the Fourier estimator of the integrated quarticity (Q2292050) ‎ (← links)
• Analysis of volatility feedback and leverage effects on the ISE30 index using high frequency data (Q2349603) ‎ (← links)
• Large Deviation Principle for Volterra Type Fractional Stochastic Volatility Models (Q4553805) ‎ (← links)
• Dirichlet Forms and Finite Element Methods for the SABR Model (Q4579839) ‎ (← links)
• High-frequency volatility of volatility estimation free from spot volatility estimates (Q4619498) ‎ (← links)
• Mass at zero in the uncorrelated SABR model and implied volatility asymptotics (Q4619519) ‎ (← links)
• VaR/CVaR ESTIMATION UNDER STOCHASTIC VOLATILITY MODELS (Q4979882) ‎ (← links)
• Short-time near-the-money skew in rough fractional volatility models (Q5234338) ‎ (← links)