Pages that link to "Item:Q2347724"

The following pages link to Option pricing with non-Gaussian scaling and infinite-state switching volatility (Q2347724):

Displaying 3 items.

• Risk preference, option pricing and portfolio hedging with proportional transaction costs (Q1674295) (← links)
• The fine-structure of volatility feedback. I: Multi-scale self-reflexivity (Q1782966) (← links)
• Econometric analysis of financial derivatives: an overview (Q2347714) (← links)