Pages that link to "Item:Q3446058"
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The following pages link to SELF-DECOMPOSABILITY AND OPTION PRICING (Q3446058):
Displaying 50 items.
- Risk premia in option markets (Q300692) (← links)
- Additive subordination and its applications in finance (Q309162) (← links)
- \(\alpha \)-selfdecomposable distributions and related Ornstein-Uhlenbeck type processes (Q608213) (← links)
- Option pricing in subdiffusive Bachelier model (Q650194) (← links)
- Quantile clocks (Q655573) (← links)
- Numerical methods for Lévy processes (Q964687) (← links)
- Subordination, self-similarity, and option pricing (Q1009413) (← links)
- Auto-static for the people: risk-minimizing hedges of barrier options (Q1037576) (← links)
- Pure jump models for pricing and hedging VIX derivatives (Q1655664) (← links)
- Selfdecomposability and selfsimilarity: a concise primer (Q1672921) (← links)
- Extracting market information from equity options with exponential Lévy processes (Q1994305) (← links)
- Catastrophic risks and the pricing of catastrophe equity put options (Q2051160) (← links)
- Smiles \& smirks: volatility and leverage by jumps (Q2076900) (← links)
- Implied price processes anchored in statistical realizations (Q2085829) (← links)
- Saddlepoint approximation for the generalized inverse Gaussian Lévy process (Q2141580) (← links)
- Quadratic variation, models, applications and lessons (Q2170296) (← links)
- Calibration for weak variance-alpha-gamma processes (Q2176361) (← links)
- Towards a \(\Delta\)-Gamma Sato multivariate model (Q2180296) (← links)
- A generalized hyperbolic model for a risky asset with dependence (Q2231023) (← links)
- Self-decomposability of weak variance generalised gamma convolutions (Q2289801) (← links)
- Adapted hedging (Q2397784) (← links)
- Conic asset pricing and the costs of price fluctuations (Q2422123) (← links)
- Systemic risk tradeoffs and option prices (Q2442518) (← links)
- Calibration of self-decomposable Lévy models (Q2444660) (← links)
- Ornstein-Uhlenbeck processes time changed with additive subordinators and their applications in commodity derivative models (Q2450704) (← links)
- A bootstrapping market implied moment matching calibration for models with time-dependent parameters (Q2517486) (← links)
- Nonlinear equity valuation using conic finance and its regulatory implications (Q2633451) (← links)
- Two sided efficient frontiers at multiple time horizons (Q2675244) (← links)
- Multivariate tempered stable additive subordination for financial models (Q2675366) (← links)
- The valuation of corporations: a derivative pricing perspective (Q2694763) (← links)
- PRICING AND HEDGING BARRIER OPTIONS IN A HYPER-EXPONENTIAL ADDITIVE MODEL (Q2786031) (← links)
- ON VALUING STOCHASTIC PERPETUITIES USING NEW LONG HORIZON STOCK PRICE MODELS DISTINGUISHING BOOMS, BUSTS, AND BALANCED MARKETS (Q2799997) (← links)
- Options on realized variance and convex orders (Q2866381) (← links)
- Unbounded liabilities, capital reserve requirements and the taxpayer put option (Q2869961) (← links)
- The S&P 500 Index as a Sato Process Travelling at the Speed of the VIX (Q2889585) (← links)
- Inference for Lévy-Driven Stochastic Volatility Models via Adaptive Sequential Monte Carlo (Q2911650) (← links)
- Dynamic complex hedging in additive markets (Q2994843) (← links)
- Sato Processes in Default Modelling (Q3063871) (← links)
- MARKETS AS A COUNTERPARTY: AN INTRODUCTION TO CONIC FINANCE (Q3067159) (← links)
- Risk minimization in stochastic volatility models: model risk and empirical performance (Q3182745) (← links)
- Multifractal scenarios for products of geometric Lévy-based stationary models (Q3185980) (← links)
- Short Positions, Rally Fears and Option Markets (Q3565100) (← links)
- Pricing and hedging basket options to prespecified levels of acceptability (Q3577149) (← links)
- Multifractality of products of geometric Ornstein-Uhlenbeck-type processes (Q3603201) (← links)
- Instantaneous portfolio theory (Q4554500) (← links)
- Variational Solutions of the Pricing PIDEs for European Options in Lévy Models (Q4586315) (← links)
- MULTIVARIATE FACTOR-BASED PROCESSES WITH SATO MARGINS (Q4608113) (← links)
- A Lévy-Driven Asset Price Model with Bankruptcy and Liquidity Risk (Q4609028) (← links)
- EQUILIBRIUM ASSET RETURNS IN FINANCIAL MARKETS (Q4631695) (← links)
- MULTIVARIATE OPTION PRICING MODELS WITH LÉVY AND SATO VG MARGINAL PROCESSES (Q4634638) (← links)
