Pages that link to "Item:Q2517482"
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The following pages link to A framework for robust measurement of implied correlation (Q2517482):
Displaying 7 items.
- Measuring herd behavior: properties and pitfalls (Q1648669) (← links)
- Negative dependence concept in copulas and the marginal free herd behavior index (Q2351080) (← links)
- Financial interpretation of herd behavior index and its statistical estimation (Q2355272) (← links)
- Stochastic modelling of herd behaviour indices (Q4683112) (← links)
- Basket Option Pricing and Implied Correlation in a One-Factor Lévy Model (Q4689916) (← links)
- The multivariate Variance Gamma model: basket option pricing and calibration (Q5001151) (← links)
- Dynamics of foreign exchange implied volatility and implied correlation surfaces (Q5234358) (← links)