Pages that link to "Item:Q1398978"
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The following pages link to The dynamics of stochastic volatility: evidence from underlying and options markets (Q1398978):
Displayed 9 items.
- A damped diffusion framework for financial modeling and closed-form maximum likelihood estimation (Q846506) (← links)
- Globally optimal parameter estimates for nonlinear diffusions (Q847635) (← links)
- An option pricing formula for the GARCH diffusion model (Q957204) (← links)
- A class of nonlinear stochastic volatility models and its implications for pricing currency options (Q1010566) (← links)
- Optimal portfolios for DC pension plans under a CEV model (Q1023114) (← links)
- A new approach for option pricing under stochastic volatility (Q2425553) (← links)
- Real-World Pricing for a Modified Constant Elasticity of Variance Model (Q3565103) (← links)
- Inference for a Class of Stochastic Volatility Models Using Option and Spot Prices: Application of a Bivariate Kalman Filter (Q5292355) (← links)
- Implicit Bayesian Inference Using Option Prices (Q5467612) (← links)