Pages that link to "Item:Q4650903"
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The following pages link to Multiple time scales in volatility and leverage correlations: a stochastic volatility model (Q4650903):
Displayed 13 items.
- Pricing perpetual American floating strike lookback option under multiscale stochastic volatility model (Q2128181) (← links)
- Combined multiplicative-Heston model for stochastic volatility (Q2143315) (← links)
- Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes (Q2445712) (← links)
- Continuous-Time Skewed Multifractal Processes as a Model for Financial Returns (Q2897157) (← links)
- TIME-CHANGED FAST MEAN-REVERTING STOCHASTIC VOLATILITY MODELS (Q3225033) (← links)
- Multiple time scales and the exponential Ornstein–Uhlenbeck stochastic volatility model (Q3437399) (← links)
- A non-Gaussian option pricing model with skew (Q4610259) (← links)
- Option pricing and hedging with minimum local expected shortfall (Q4610270) (← links)
- A reduced PDE method for European option pricing under multi-scale, multi-factor stochastic volatility (Q4628041) (← links)
- Statistical analysis and stochastic interest rate modeling for valuing the future with implications in climate change mitigation (Q5135117) (← links)
- The probability distribution of returns in the exponential Ornstein–Uhlenbeck model (Q5239449) (← links)
- MEASURING THE MEMORY PARAMETER ON SEVERAL TRANSFORMATIONS OF ASSET RETURNS (Q5704727) (← links)
- Option pricing under stochastic volatility: the exponential Ornstein–Uhlenbeck model (Q5853625) (← links)