The following pages link to Volatility Jumps (Q3089154):
Displayed 15 items.
- Estimation of the instantaneous volatility (Q411549) (← links)
- Realized Laplace transforms for pure-jump semimartingales (Q447866) (← links)
- Learning, confidence, and option prices (Q494363) (← links)
- Limit theorems for power variations of pure-jump processes with application to activity estima\-tion (Q535202) (← links)
- Pricing variance swaps for stochastic volatilities with delay and jumps (Q538918) (← links)
- Realized Laplace transforms for estimation of jump diffusive volatility models (Q738034) (← links)
- A tale of two option markets: pricing kernels and volatility risk (Q894646) (← links)
- Do price and volatility jump together? (Q990387) (← links)
- The fine structure of equity-index option dynamics (Q2347729) (← links)
- COMFORT: a common market factor non-Gaussian returns model (Q2347735) (← links)
- Volatility activity: specification and estimation (Q2512607) (← links)
- Likelihood estimation of Lévy‐driven stochastic volatility models through realized variance measures (Q3018503) (← links)
- A regime-switching Heston model for VIX and S&P 500 implied volatilities (Q5247236) (← links)
- Option Pricing in Some Non-Lévy Jump Models (Q5739799) (← links)
- The effects of asymmetric volatility and jumps on the pricing of VIX derivatives (Q5964763) (← links)