Pages that link to "Item:Q957204"

The following pages link to An option pricing formula for the GARCH diffusion model (Q957204):

Displaying 17 items.

• American option pricing under GARCH diffusion model: an empirical study (Q741895) (← links)
• Second special issue on computational econometrics (Q957202) (← links)
• Implied volatility in oil markets (Q961396) (← links)
• Testing volatility autocorrelation in the constant elasticity of variance stochastic volatility model (Q961412) (← links)
• Calibration of a path-dependent volatility model: empirical tests (Q961413) (← links)
• Bayesian testing for non-linearity in volatility modeling (Q1010548) (← links)
• The moments of a diffusion process (Q1642244) (← links)
• Qualitative properties of different numerical methods for the inhomogeneous geometric Brownian motion (Q2074883) (← links)
• On an implicit assessment of fuzzy volatility in the Black and Scholes environment (Q2445432) (← links)
• The continuous-time limit of score-driven volatility models (Q2658765) (← links)
• SWITCHING TO NONAFFINE STOCHASTIC VOLATILITY: A CLOSED-FORM EXPANSION FOR THE INVERSE GAMMA MODEL (Q2816963) (← links)
• Rollover risk and credit risk under time-varying margin (Q4555090) (← links)
• On two diffusion neuronal models with multiplicative noise: The mean first-passage time properties (Q4565969) (← links)
• Stochastic Models for Oil Prices and the Pricing of Futures on Oil (Q4682479) (← links)
• An MCMC computational approach for a continuous time state-dependent regime switching diffusion process (Q5037074) (← links)
• WEAK DIFFUSION LIMITS OF DYNAMIC CONDITIONAL CORRELATION MODELS (Q5349012) (← links)
• A long term analysis of stochastic theta methods for mean reverting linear process with jumps (Q6101770) (← links)