Pages that link to "Item:Q2962130"
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The following pages link to The Impact of Jump Distributions on the Implied Volatility of Variance (Q2962130):
Displayed 4 items.
- The microstructure of stochastic volatility models with self-exciting jump dynamics (Q2108901) (← links)
- A Gamma Ornstein-Uhlenbeck model driven by a Hawkes process (Q2230761) (← links)
- Orthogonal expansions for VIX options under affine jump diffusions (Q4554474) (← links)
- The Alpha‐Heston stochastic volatility model (Q6054369) (← links)