Pages that link to "Item:Q3094327"
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The following pages link to A COMPARISON OF PRICING KERNELS FOR GARCH OPTION PRICING WITH GENERALIZED HYPERBOLIC DISTRIBUTIONS (Q3094327):
Displaying 6 items.
- Non-Gaussian GARCH option pricing models and their diffusion limits (Q320097) (← links)
- The mean correcting martingale measures for exponential additive processes (Q320605) (← links)
- GARCH option pricing models with Meixner innovations (Q1710580) (← links)
- Option pricing with ARIMA-GARCH models of underlying asset returns (Q1725588) (← links)
- Quadratic hedging schemes for non-Gaussian GARCH models (Q1994523) (← links)
- Option valuation with IG-GARCH model and a U-shaped pricing kernel (Q2153632) (← links)
