Pages that link to "Item:Q2076900"
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The following pages link to Smiles \& smirks: volatility and leverage by jumps (Q2076900):
Displaying 3 items.
- MCMC ESTIMATION OF LÉVY JUMP MODELS USING STOCK AND OPTION PRICES (Q3008483) (← links)
- Additive normal tempered stable processes for equity derivatives and power-law scaling (Q5072909) (← links)
- Exact simulation of the multifactor Ornstein-Uhlenbeck driven stochastic volatility model (Q6498604) (← links)
