Pages that link to "Item:Q1028530"
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The following pages link to Smoothly truncated stable distributions, GARCH-models, and option pricing (Q1028530):
Displaying 8 items.
- Option pricing in a conditional bilateral Gamma model (Q301218) (← links)
- Option pricing and hedging under a stochastic volatility Lévy process model (Q437103) (← links)
- GARCH option pricing: A semiparametric approach (Q938035) (← links)
- GARCH option pricing models with Meixner innovations (Q1710580) (← links)
- On simulating truncated stable random variables (Q2259228) (← links)
- Multilevel Monte Carlo Implementation for SDEs Driven by Truncated Stable Processes (Q2957022) (← links)
- Pricing Tranches of a CDO and a CDS Index: Recent Advances and Future Research (Q3606103) (← links)
- Indirect estimation of randomized generalized autoregressive conditional heteroskedastic models (Q5220905) (← links)
