Pages that link to "Item:Q1398978"
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The following pages link to The dynamics of stochastic volatility: evidence from underlying and options markets (Q1398978):
Displayed 18 items.
- Optimal investment strategy for annuity contracts under the constant elasticity of variance (CEV) model (Q659085) (← links)
- An extended CEV model and the Legendre transform-dual-asymptotic solutions for annuity contracts (Q659261) (← links)
- Constant elasticity of variance model for proportional reinsurance and investment strategies (Q661201) (← links)
- A note on convergence rate of a linearization method for the discretization of stochastic differential equations (Q718587) (← links)
- A damped diffusion framework for financial modeling and closed-form maximum likelihood estimation (Q846506) (← links)
- Globally optimal parameter estimates for nonlinear diffusions (Q847635) (← links)
- An option pricing formula for the GARCH diffusion model (Q957204) (← links)
- A class of nonlinear stochastic volatility models and its implications for pricing currency options (Q1010566) (← links)
- Optimal portfolios for DC pension plans under a CEV model (Q1023114) (← links)
- Fitting general stochastic volatility models using Laplace accelerated sequential importance sampling (Q1927096) (← links)
- Nonparametric estimation of stochastic volatility models (Q1929062) (← links)
- A new approach for option pricing under stochastic volatility (Q2425553) (← links)
- Portfolio selection problem with multiple risky assets under the constant elasticity of variance model (Q2427824) (← links)
- A Time-Dependent Variance Model for Pricing Variance and Volatility Swaps (Q3004475) (← links)
- Estimation of Correlation for Continuous Semimartingales (Q3145567) (← links)
- Real-World Pricing for a Modified Constant Elasticity of Variance Model (Q3565103) (← links)
- Inference for a Class of Stochastic Volatility Models Using Option and Spot Prices: Application of a Bivariate Kalman Filter (Q5292355) (← links)
- Implicit Bayesian Inference Using Option Prices (Q5467612) (← links)