Pages that link to "Item:Q4213030"
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The following pages link to Option Pricing in ARCH-type Models (Q4213030):
Displayed 16 items.
- Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data (Q134805) (← links)
- Option valuation with co-integrated asset prices (Q951492) (← links)
- GARCH modelling in continuous time for irregularly spaced time series data (Q1002568) (← links)
- Empirical assessment of an intertemporal option pricing model with latent variables. (Q1398969) (← links)
- Chebyshev reduced basis function applied to option valuation (Q1789629) (← links)
- Reconsidering the continuous time limit of the GARCH(1,1) process (Q1973432) (← links)
- Quadratic hedging schemes for non-Gaussian GARCH models (Q1994523) (← links)
- The continuous-time limit of score-driven volatility models (Q2658765) (← links)
- Hedging Barrier Options in GARCH Models with Transaction Costs (Q2802880) (← links)
- Statistical Inference for Unified Garch-Itô Models with High-Frequency Financial Data (Q2815047) (← links)
- GARCH options via local risk minimization (Q2873537) (← links)
- Realistic Statistical Modelling of Financial Data (Q4831974) (← links)
- State Heterogeneity Analysis of Financial Volatility using high‐frequency Financial Data (Q5030954) (← links)
- Data cloning estimation of GARCH and COGARCH models (Q5220829) (← links)
- Contemporaneous asymmetry in GARCH processes (Q5932779) (← links)
- American option pricing under GARCH by a Markov chain approximation (Q5941429) (← links)