Pages that link to "Item:Q320097"
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The following pages link to Non-Gaussian GARCH option pricing models and their diffusion limits (Q320097):
Displayed 6 items.
- Asymptotic asset pricing and bubbles (Q1744206) (← links)
- Option pricing with conditional GARCH models (Q2028829) (← links)
- Non-parametric news impact curve: a variational approach (Q2156537) (← links)
- Variance swaps valuation under non-affine GARCH models and their diffusion limits (Q5234288) (← links)
- The continuous limit of weak GARCH (Q5861045) (← links)
- Option pricing under stochastic volatility models with latent volatility (Q6053121) (← links)