Pages that link to "Item:Q4647229"

The following pages link to Probability distribution of returns in the Heston model with stochastic volatility* (Q4647229):

Displaying 50 items.

• Fokker-Planck theory of nonequilibrium systems governed by hierarchical dynamics (Q474824) (← links)
• A spectral-collocation method for pricing perpetual American puts with stochastic volatility (Q547966) (← links)
• A predictor-corrector scheme based on the ADI method for pricing american puts with stochastic volatility (Q651445) (← links)
• An approximation of small-time probability density functions in a general jump diffusion model (Q668543) (← links)
• Escape process and stochastic resonance under noise intensity fluctuation (Q691921) (← links)
• Pricing forward-start variance swaps with stochastic volatility (Q902796) (← links)
• Roles of capital flow on the stability of a market system (Q1618608) (← links)
• The roles of mean residence time on herd behavior in a financial market (Q1619886) (← links)
• Volatility smile as relativistic effect (Q1620616) (← links)
• Weighted average price in the Heston stochastic volatility model (Q1693861) (← links)
• Stochastic volatility models at \(\rho = \pm 1\) as second class constrained Hamiltonian systems (Q1782819) (← links)
• The returns and risks of investment portfolio in a financial market (Q1782838) (← links)
• Analytic solutions for variance swaps with double-mean-reverting volatility (Q2000317) (← links)
• Volatility swaps valuation under stochastic volatility with jumps and stochastic intensity (Q2009351) (← links)
• Forecasting price of financial market crash via a new nonlinear potential GARCH model (Q2068471) (← links)
• Precise option pricing by the COS method -- how to choose the truncation range (Q2079122) (← links)
• Retrodicting with the truncated Lévy flight (Q2094520) (← links)
• Asymptotic extrapolation of model-free implied variance: exploring structural underestimation in the VIX index (Q2096157) (← links)
• Asymptotic ruin probabilities for a dependent renewal risk model with general investment returns and CMC simulations (Q2111576) (← links)
• Forecasting the crude oil prices based on econophysics and Bayesian approach (Q2139336) (← links)
• Bypassing the truncation problem of truncated Lévy flights (Q2141866) (← links)
• From a stochastic model of economic exchange to measures of inequality (Q2141869) (← links)
• Combined multiplicative-Heston model for stochastic volatility (Q2143315) (← links)
• Stability of financial market driven by information delay and liquidity in delay agent-based model (Q2145000) (← links)
• Investigation of non-Gaussian effects in the Brazilian option market (Q2150222) (← links)
• The time delay restraining the herd behavior with Bayesian approach (Q2150950) (← links)
• A model for stocks dynamics based on a non-Gaussian path integral (Q2156178) (← links)
• Dynamic behaviors and measurements of financial market crash rate (Q2161805) (← links)
• On the valuation of variance swaps with stochastic volatility (Q2250184) (← links)
• The risks and returns of stock investment in a financial market (Q2284015) (← links)
• On parameter estimation of Heston's stochastic volatility model: a polynomial filtering method (Q2292051) (← links)
• Semi-analytical prices for lookback and barrier options under the Heston model (Q2292063) (← links)
• Analytically pricing volatility swaps under stochastic volatility (Q2351082) (← links)
• Properties of a simple bilinear stochastic model: Estimation and predictability (Q2482024) (← links)
• On the density of log-spot in the Heston volatility model (Q2638360) (← links)
• A generalized Fourier transform approach to risk measures (Q3301115) (← links)
• Implied Filtering Densities on the Hidden State of Stochastic Volatility (Q4586317) (← links)
• <i>Stochastic Correlation and Volatility Mean-reversion</i>– Empirical Motivation and Derivatives Pricing via Perturbation Theory (Q4586319) (← links)
• INTEGRAL REPRESENTATION OF PROBABILITY DENSITY OF STOCHASTIC VOLATILITY MODELS AND TIMER OPTIONS (Q4602498) (← links)
• Option pricing and hedging with minimum local expected shortfall (Q4610270) (← links)
• Application of the heston and hull–white models to german dax data (Q4610279) (← links)
• A model of non-Gaussian diffusion in heterogeneous media (Q4639434) (← links)
• (Q5043261) (← links)
• Quant GANs: deep generation of financial time series (Q5139243) (← links)
• Model-driven statistical arbitrage on LETF option markets (Q5212060) (← links)
• The probability distribution of returns in the exponential Ornstein–Uhlenbeck model (Q5239449) (← links)
• From Moment Explosion to the Asymptotic Behavior of the Cumulative Distribution for a Random Variable (Q5369323) (← links)
• The characteristic function of rough Heston models (Q5743116) (← links)
• Time averaging, ageing and delay analysis of financial time series (Q6098635) (← links)
• Bridging stylized facts in finance and data non-stationarities (Q6135233) (← links)