Pages that link to "Item:Q4825509"
From MaRDI portal
The following pages link to Option Pricing in Stochastic Volatility Models of the Ornstein‐Uhlenbeck type (Q4825509):
Displayed 16 items.
- The minimal entropy martingale measure for general Barndorff-Nielsen/Shephard models (Q862208) (← links)
- Yield curve shapes and the asymptotic short rate distribution in affine one-factor models (Q928499) (← links)
- Mortality modelling with Lévy processes (Q939382) (← links)
- Stochastic volatility modelling in continuous time with general marginal distributions: inference, prediction and model selection (Q997294) (← links)
- Stability of infinite dimensional stochastic evolution equations with memory and Markovian jumps (Q2483471) (← links)
- Asymptotic expansion for Barndorff-Nielsen and Shephard's stochastic volatility model (Q2485477) (← links)
- Probing option prices for information (Q2642481) (← links)
- Portfolio optimization and a factor model in a stochastic volatility market (Q3426318) (← links)
- Continuous-time methods in the study of discretely sampled functionals of Lévy processes. I. The positive process case (Q3435398) (← links)
- QUADRATIC HEDGING FOR THE BATES MODEL (Q3502983) (← links)
- Merton's portfolio optimization problem in a Black and Scholes market with non‐Gaussian stochastic volatility of Ornstein‐Uhlenbeck type (Q4409028) (← links)
- Stochastic Volatility for Lévy Processes (Q4812839) (← links)
- Power variation and stochastic volatility: a review and some new results (Q4822456) (← links)
- A jump telegraph model for option pricing (Q5433103) (← links)
- NEWS‐GENERATED DEPENDENCE AND OPTIMAL PORTFOLIOS FOR <i>n</i> STOCKS IN A MARKET OF BARNDORFF‐NIELSEN AND SHEPHARD TYPE (Q5455262) (← links)
- Valuing Volatility and Variance Swaps for a Non‐Gaussian Ornstein–Uhlenbeck Stochastic Volatility Model (Q5459531) (← links)