The following pages link to (Q3374309):
Displaying 50 items.
- Deformed exponentials and applications to finance (Q280540) (← links)
- Index-option pricing with stochastic volatility and the value of accurate variance forecasts (Q375251) (← links)
- American stochastic volatility call option pricing: a lattice based approach (Q375256) (← links)
- Options markets, self-fulfilling prophecies, and implied volatilities (Q375353) (← links)
- Calibration and hedging under jump diffusion (Q375525) (← links)
- Numerical solutions for option pricing models including transaction costs and stochastic volatility (Q411468) (← links)
- Simulated likelihood inference for stochastic volatility models using continuous particle filtering (Q457263) (← links)
- Option pricing under risk-minimization criterion in an incomplete market with the finite difference method (Q460210) (← links)
- The Bickel-Rosenblatt test for continuous time stochastic volatility models (Q464450) (← links)
- Testing the local volatility assumption: a statistical approach (Q470421) (← links)
- Affine fractional stochastic volatility models (Q470522) (← links)
- Liquidity risk, price impacts and the replication problem (Q483927) (← links)
- Asymptotic analysis for stochastic volatility: martingale expansion (Q484204) (← links)
- A sequential Monte Carlo approach for MLE in a plant growth model (Q486019) (← links)
- Stochastic volatility with regime switching and uncertain noise: filtering with sub-linear expectations (Q523969) (← links)
- Pricing variance swaps for stochastic volatilities with delay and jumps (Q538918) (← links)
- Application of Moore-Penrose inverse in deciding the minimal martingale measure (Q601957) (← links)
- Viscosity solutions and American option pricing in a stochastic volatility model of the Ornstein-Uhlenbeck type (Q609727) (← links)
- Modeling and pricing of variance and volatility swaps for local semi-Markov volatilities in financial engineering (Q613824) (← links)
- A spectral element approximation to price European options with one asset and stochastic volatility (Q618530) (← links)
- Valuing options in Heston's stochastic volatility model: another analytical approach (Q642746) (← links)
- Pricing American options under multi-states: a radial basis collocation approach (Q725397) (← links)
- Bayesian estimation of stochastic volatility models based on OU processes with marginal gamma law (Q734413) (← links)
- Asymptotic properties of the maximum likelihood estimation in misspecified hidden Markov models (Q741804) (← links)
- Options with constant underlying elasticity in strikes (Q812141) (← links)
- Operator splitting methods for pricing American options under stochastic volatility (Q841111) (← links)
- A stochastic correlation model with mean reversion for pricing multi-asset options (Q841855) (← links)
- Properties of multinomial lattices with cumulants for option pricing and hedging (Q853859) (← links)
- A generalization of the Hull and White formula with applications to option pricing approximation (Q854283) (← links)
- The bias in Black-Scholes/Black implied volatility: an analysis of equity and energy markets (Q867122) (← links)
- Euler-Maruyama approximations in mean-reverting stochastic volatility model under regime-switching (Q937465) (← links)
- On changes of measure in stochastic volatility models (Q937484) (← links)
- Pricing options under stochastic volatility: a power series approach (Q964675) (← links)
- Adjoint-based Monte Carlo calibration of financial methods (Q964678) (← links)
- Exchange option pricing under stochastic volatility: a correlation expansion (Q965896) (← links)
- Parametric and nonparametric models and methods in financial econometrics (Q975560) (← links)
- State price density estimation via nonparametric mixtures (Q985015) (← links)
- Nonparametric prediction for the time-dependent volatility of the security price (Q1000391) (← links)
- Sequential Monte Carlo smoothing with application to parameter estimation in nonlinear state space models (Q1002580) (← links)
- Development of computational algorithms for evaluating option prices associated with square-root volatility processes (Q1041306) (← links)
- Valuing flexibility: An impulse control framework (Q1313148) (← links)
- Multi-asset Black-Scholes model as a variable second class constrained dynamical system (Q1619629) (← links)
- Multivariate Wishart stochastic volatility and changes in regime (Q1622088) (← links)
- Asynchronous iterations of parareal algorithm for option pricing models (Q1649119) (← links)
- Monte Carlo calibration to implied volatility surface under volatility models (Q1684770) (← links)
- Weighted average price in the Heston stochastic volatility model (Q1693861) (← links)
- Asymptotics for the Euler-discretized Hull-White stochastic volatility model (Q1703031) (← links)
- The microstructural foundations of leverage effect and rough volatility (Q1709601) (← links)
- Option pricing with fractional stochastic volatility and discontinuous payoff function of polynomial growth (Q1739388) (← links)
- Moments and Mellin transform of the asset price in Stein and Stein model and option pricing (Q1754533) (← links)
