Pages that link to "Item:Q3552628"

The following pages link to The estimation of the Barndorff-Nielsen and Shephard model from daily data based on measures of trading intensity (Q3552628):

Displaying 2 items.

• On the explicit evaluation of the geometric Asian options in stochastic volatility models with jumps (Q535466) (← links)
• FRACTIONAL BROWNIAN MOTION WITH STOCHASTIC VARIANCE: MODELING ABSOLUTE RETURNS IN STOCK MARKETS (Q3607473) (← links)