Pages that link to "Item:Q4646765"

The following pages link to Some recent developments in stochastic volatility modelling (Q4646765):

Displaying 24 items.

• Pricing and hedging European-style options in Lévy-based stochastic volatility models considering the leverage effect (Q252930) (← links)
• Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility (Q278198) (← links)
• Statistical estimation of multivariate Ornstein-Uhlenbeck processes and applications to co-integration (Q528158) (← links)
• On the explicit evaluation of the geometric Asian options in stochastic volatility models with jumps (Q535466) (← links)
• Nonlinear autoregressive model with stochastic volatility innovations: semiparametric and Bayesian approach (Q724486) (← links)
• Estimation of the volatility persistence in a discretely observed diffusion model (Q936399) (← links)
• Fractional Brownian motion time-changed by gamma and inverse gamma process (Q1620341) (← links)
• Weak dependence and GMM estimation of supOU and mixed moving average processes (Q1722057) (← links)
• A general framework for pricing Asian options under stochastic volatility on parallel architectures (Q1991237) (← links)
• On stochastic control for time changed Lévy dynamics (Q2089015) (← links)
• Tempered positive Linnik processes and their representations (Q2106799) (← links)
• The closed-form option pricing formulas under the sub-fractional Poisson volatility models (Q2137510) (← links)
• Asian options pricing in Hawkes-type jump-diffusion models (Q2174173) (← links)
• Valuation of an option using non-parametric methods (Q2328782) (← links)
• Accuracy of maximum likelihood parameter estimators for Heston stochastic volatility SDE (Q2350371) (← links)
• Option pricing and hedging for optimized Lévy driven stochastic volatility models (Q2410398) (← links)
• BSDEs driven by time-changed Lévy noises and optimal control (Q2436795) (← links)
• Asymptotic expansion for Barndorff-Nielsen and Shephard's stochastic volatility model (Q2485477) (← links)
• SOME PRICING TOOLS FOR THE VARIANCE GAMMA MODEL (Q3304214) (← links)
• Jumps and stochastic volatility in crude oil prices and advances in average option pricing (Q4554251) (← links)
• Geometric Asian option pricing in general affine stochastic volatility models with jumps (Q4555113) (← links)
• Early exercise boundary and option prices in Lévy driven models (Q4610262) (← links)
• Exact simulation of Ornstein–Uhlenbeck tempered stable processes (Q4997193) (← links)
• Kalman filter-based modelling and forecasting of stochastic volatility with threshold (Q5130165) (← links)