Pages that link to "Item:Q6054369"
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The following pages link to The Alpha‐Heston stochastic volatility model (Q6054369):
Displaying 13 items.
- Heston-GA hybrid option pricing model based on ResNet50 (Q2088431) (← links)
- The microstructure of stochastic volatility models with self-exciting jump dynamics (Q2108901) (← links)
- Optimal harvesting under marine reserves and uncertain environment (Q2140306) (← links)
- Stochastic streamflow and dissolved silica dynamics with application to the worst-case long-run evaluation of water environment (Q6050362) (← links)
- Well-posedness of a system of SDEs driven by jump random measures (Q6051211) (← links)
- Interest Rates Term Structure Models Driven by Hawkes Processes (Q6070672) (← links)
- CBI-time-changed Lévy processes (Q6116556) (← links)
- Analytically pricing European options with a two-factor Stein-Stein model (Q6126086) (← links)
- Hawkes-driven stochastic volatility models: goodness-of-fit testing of alternative intensity specifications with S\&P500 data (Q6549590) (← links)
- CBI-time-changed Lévy processes for multi-currency modeling (Q6549592) (← links)
- Estimation of a pure-jump stable Cox-Ingersoll-Ross process (Q6632614) (← links)
- Modeling clusters in streamflow time series based on an affine process (Q6636251) (← links)
- The rough Hawkes Heston stochastic volatility model (Q6641084) (← links)
