Pages that link to "Item:Q3182646"

The following pages link to Sato processes and the valuation of structured products (Q3182646):

Displaying 21 items.

• Local volatility of volatility for the VIX market (Q385648) (← links)
• Subordination, self-similarity, and option pricing (Q1009413) (← links)
• Pure jump models for pricing and hedging VIX derivatives (Q1655664) (← links)
• Option pricing in an exponential mixedts Lévy process (Q1703561) (← links)
• Structured products equilibria in conic two price markets (Q1938974) (← links)
• Extracting market information from equity options with exponential Lévy processes (Q1994305) (← links)
• Calibration of self-decomposable Lévy models (Q2444660) (← links)
• Multivariate tempered stable additive subordination for financial models (Q2675366) (← links)
• Options on realized variance and convex orders (Q2866381) (← links)
• Sato Processes in Default Modelling (Q3063871) (← links)
• Risk minimization in stochastic volatility models: model risk and empirical performance (Q3182745) (← links)
• MULTIVARIATE FACTOR-BASED PROCESSES WITH SATO MARGINS (Q4608113) (← links)
• Additive normal tempered stable processes for equity derivatives and power-law scaling (Q5072909) (← links)
• Marshall–Olkin distributions, subordinators, efficient simulation, and applications to credit risk (Q5233178) (← links)
• Building multivariate Sato models with linear dependence (Q5234317) (← links)
• Short Maturity Forward Start Asian Options in Local Volatility Models (Q5241901) (← links)
• Closed-form convexity and cross-convexity adjustments for Heston prices (Q5300440) (← links)
• Modelling and Prediction of Financial Time Series (Q5419653) (← links)
• Options on realized variance by transform methods: a non-affine stochastic volatility model (Q5745637) (← links)
• A forward started jump-diffusion model and pricing of cliquet style exotics (Q5962132) (← links)
• A fast Monte Carlo scheme for additive processes and option pricing (Q6134302) (← links)