Pages that link to "Item:Q323465"
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The following pages link to On calibration of stochastic and fractional stochastic volatility models (Q323465):
Displaying 9 items.
- A general framework for discretely sampled realized variance derivatives in stochastic volatility models with jumps (Q1754049) (← links)
- Pricing of FX options in the MPT/CIR jump-diffusion model with approximative fractional stochastic volatility (Q2163921) (← links)
- Equilibrium price and optimal insider trading strategy under stochastic liquidity with long memory (Q2232753) (← links)
- Analytic formulas for futures and options for a linear quadratic jump diffusion model with seasonal stochastic volatility and convenience yield: do fish jump? (Q2240016) (← links)
- Calibration and simulation of Heston model (Q2364763) (← links)
- FINITE DIFFERENCE METHOD FOR THE TWO-DIMENSIONAL BLACK-SCHOLES EQUATION WITH A HYBRID BOUNDARY CONDITION (Q5213111) (← links)
- Robustness and sensitivity analyses of rough Volterra stochastic volatility models (Q6146137) (← links)
- Strategic trading with information acquisition and long-memory stochastic liquidity (Q6167433) (← links)
- Impact of rough stochastic volatility models on long-term life insurance pricing (Q6173889) (← links)
