Pages that link to "Item:Q470521"
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The following pages link to Statistical estimation of Lévy-type stochastic volatility models (Q470521):
Displayed 10 items.
- Estimation of the activity of jumps in time-changed Lévy models (Q391841) (← links)
- Option pricing and hedging in incomplete market driven by normal tempered stable process with stochastic volatility (Q465438) (← links)
- First steps towards an equilibrium theory for Lévy financial markets (Q470675) (← links)
- Stock markets fragmentation, volatility and final investors (Q1682602) (← links)
- Optimal iterative threshold-kernel estimation of jump diffusion processes (Q2023467) (← links)
- Estimation of tempered stable Lévy models of infinite variation (Q2152238) (← links)
- Barndorff-Nielsen and Shephard model: oil hedging with variance swap and option (Q2422168) (← links)
- Optimally thresholded realized power variations for Lévy jump diffusion models (Q2447648) (← links)
- Asymptotically optimal discretization of hedging strategies with jumps (Q2454402) (← links)
- Third-order short-time expansions for close-to-the-money option prices under the CGMY model (Q5373916) (← links)