Pages that link to "Item:Q4646792"
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The following pages link to The skewed multifractal random walk with applications to option smiles (Q4646792):
Displaying 7 items.
- Properties of a simple bilinear stochastic model: Estimation and predictability (Q2482024) (← links)
- Intermittent random fields. I: Fields with symmetric increments (Q2565519) (← links)
- A non-Gaussian option pricing model with skew (Q4610259) (← links)
- Option pricing and hedging with minimum local expected shortfall (Q4610270) (← links)
- Option pricing under stochastic volatility: the exponential Ornstein–Uhlenbeck model (Q5853625) (← links)
- Consistent estimation for fractional stochastic volatility model under high‐frequency asymptotics (Q6054436) (← links)
- Scale dependencies and self-similar models with wavelet scattering spectra (Q6657431) (← links)
