Pages that link to "Item:Q704080"
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The following pages link to A GARCH option pricing model with \(\alpha\)-stable innovations (Q704080):
Displayed 12 items.
- Non-Gaussian GARCH option pricing models and their diffusion limits (Q320097) (← links)
- Modeling international trade data with the Tweedie distribution for anti-fraud and policy support (Q320834) (← links)
- Smoothly truncated stable distributions, GARCH-models, and option pricing (Q1028530) (← links)
- GARCH option pricing models with Meixner innovations (Q1710580) (← links)
- Option pricing with conditional GARCH models (Q2028829) (← links)
- Orthant-based variance decomposition in investment portfolios (Q2030706) (← links)
- To expand and to abandon: real options under asset variance risk premium (Q2116895) (← links)
- Bivariate sub-Gaussian model for stock index returns (Q2146838) (← links)
- Recurrence quantification analysis of denoised index returns via alpha-stable modeling of wavelet coefficients: detecting switching volatility regimes (Q2691644) (← links)
- A COMPARISON OF PRICING KERNELS FOR GARCH OPTION PRICING WITH GENERALIZED HYPERBOLIC DISTRIBUTIONS (Q3094327) (← links)
- Pricing Tranches of a CDO and a CDS Index: Recent Advances and Future Research (Q3606103) (← links)
- Expectation Propagation for Likelihood-Free Inference (Q4975353) (← links)