Pages that link to "Item:Q2873036"
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The following pages link to Stochastic volatility and option pricing with long-memory in discrete and continuous time (Q2873036):
Displayed 11 items.
- Least squares estimation for the drift parameters in the sub-fractional Vasicek processes (Q1643803) (← links)
- Parameter estimation for long-memory stochastic volatility at discrete observation (Q1724169) (← links)
- Asymptotic theory for rough fractional Vasicek models (Q1738407) (← links)
- Statistical inference for Vasicek-type model driven by Hermite processes (Q2274256) (← links)
- Extreme-strike asymptotics for general Gaussian stochastic volatility models (Q2422124) (← links)
- Large Deviation Principle for Volterra Type Fractional Stochastic Volatility Models (Q4553805) (← links)
- Sequential Monte Carlo for fractional stochastic volatility models (Q4554435) (← links)
- Optimal Portfolio under Fast Mean-Reverting Fractional Stochastic Environment (Q4579834) (← links)
- Correction to Black--Scholes Formula Due to Fractional Stochastic Volatility (Q4607044) (← links)
- ASYMPTOTIC THEORY FOR ESTIMATING DRIFT PARAMETERS IN THE FRACTIONAL VASICEK MODEL (Q4629570) (← links)
- Option pricing under fast‐varying long‐memory stochastic volatility (Q5743117) (← links)