Pages that link to "Item:Q470523"

The following pages link to Estimation and pricing under long-memory stochastic volatility (Q470523):

Displaying 7 items.

• Portfolio optimization in discrete time with proportional transaction costs under stochastic volatility (Q470525) (← links)
• Long-range dependence in the volatility of returns in Uruguayan sovereign debt indices (Q828017) (← links)
• Fractional Brownian motion with variable Hurst parameter: definition and properties (Q895895) (← links)
• Option pricing under fast-varying and rough stochastic volatility (Q1630429) (← links)
• Least squares estimation for the drift parameters in the sub-fractional Vasicek processes (Q1643803) (← links)
• Asymptotic theory for rough fractional Vasicek models (Q1738407) (← links)
• Option pricing with fractional stochastic volatility and discontinuous payoff function of polynomial growth (Q1739388) (← links)