Pages that link to "Item:Q4610259"

The following pages link to A non-Gaussian option pricing model with skew (Q4610259):

Displayed 17 items.

• Exploring the dynamics of financial markets: from stock prices to strategy returns (Q508286) ‎ (← links)
• Portfolio selection problem with liquidity constraints under non-extensive statistical mechanics (Q508870) ‎ (← links)
• Option pricing under deformed Gaussian distributions (Q1619162) ‎ (← links)
• European option pricing under the Student's \(t\) noise with jumps (Q1620416) ‎ (← links)
• Entropy measure of credit risk in highly correlated markets (Q1620628) ‎ (← links)
• A maximum (non-extensive) entropy approach to equity options bid-ask spread (Q1673012) ‎ (← links)
• Portfolio theory, information theory and Tsallis statistics (Q2137589) ‎ (← links)
• Topological data analysis of financial time series: landscapes of crashes (Q2148680) ‎ (← links)
• Investigation of non-Gaussian effects in the Brazilian option market (Q2150222) ‎ (← links)
• A projection pricing model for non-Gaussian financial returns (Q2163715) ‎ (← links)
• Multiscale horizontal visibility entropy: measuring the temporal complexity of financial time series (Q2164561) ‎ (← links)
• Option pricing with non-Gaussian scaling and infinite-state switching volatility (Q2347724) ‎ (← links)
• Bayesian estimation of electricity price risk with a multi-factor mixture of densities (Q5092665) ‎ (← links)
• OPTION PRICING WITH HEAVY-TAILED DISTRIBUTIONS OF LOGARITHMIC RETURNS (Q5207496) ‎ (← links)
• Characterising stochastic motion in heterogeneous media driven by coloured non-Gaussian noise (Q5874042) ‎ (← links)
• Entropy -- a tale of ice and fire. (Review of some exceptional Tsallis indexes) (Q6097576) ‎ (← links)
• Modeling and simulation of financial returns under non-Gaussian distributions (Q6156468) ‎ (← links)