Pages that link to "Item:Q3063960"

The following pages link to How Duration Between Trades of Underlying Securities Affects Option Prices* (Q3063960):

Displaying 7 items.

• An explicit closed-form analytical solution for European options under the CGMY model (Q2004808) (← links)
• Trade duration risk in subdiffusive financial models (Q2137643) (← links)
• Analytically pricing European-style options under the modified Black-Scholes equation with a spatial-fractional derivative (Q3190718) (← links)
• Modelling Asset Prices for Algorithmic and High-Frequency Trading (Q4585000) (← links)
• Semi-Markov Model for Market Microstructure (Q4682482) (← links)
• Anomalous Diffusions in Option Prices: Connecting Trade Duration and the Volatility Term Structure (Q5144187) (← links)
• RISK METRICS AND FINE TUNING OF HIGH‐FREQUENCY TRADING STRATEGIES (Q5262521) (← links)