Pages that link to "Item:Q2707187"
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The following pages link to Contingent Claims and Market Completeness in a Stochastic Volatility Model (Q2707187):
Displaying 50 items.
- A Gaussian approximation scheme for computation of option prices in stochastic volatility models (Q295695) (← links)
- Outperformance portfolio optimization via the equivalence of pure and randomized hypothesis testing (Q377458) (← links)
- Space-time analyticity of weak solutions to linear parabolic systems with variable coefficients (Q435852) (← links)
- An ordinal pattern approach to detect and to model leverage effects and dependence structures between financial time series (Q465611) (← links)
- Stochastic volatility and stochastic leverage (Q470516) (← links)
- Affine fractional stochastic volatility models (Q470522) (← links)
- Market completion with derivative securities (Q503398) (← links)
- Large deviations of realized volatility (Q665439) (← links)
- Estimation of objective and risk-neutral distributions based on moments of integrated volatility (Q737258) (← links)
- New solvable stochastic volatility models for pricing volatility derivatives (Q744402) (← links)
- A generalization of the Hull and White formula with applications to option pricing approximation (Q854283) (← links)
- The dynamics of stochastic volatility: evidence from underlying and options markets (Q1398978) (← links)
- Black-Scholes in a CEV random environment (Q1648901) (← links)
- Non-implementability of Arrow-Debreu equilibria by continuous trading under volatility uncertainty (Q1650941) (← links)
- Option spanning beyond \(L_p\)-models (Q1679558) (← links)
- Estimating the Hurst parameter from short term volatility swaps: a Malliavin calculus approach (Q1739059) (← links)
- On securitization, market completion and equilibrium risk transfer (Q1932526) (← links)
- To expand and to abandon: real options under asset variance risk premium (Q2116895) (← links)
- The leverage effect puzzle revisited: identification in discrete time (Q2190223) (← links)
- A Gamma Ornstein-Uhlenbeck model driven by a Hawkes process (Q2230761) (← links)
- Model uncertainty, recalibration, and the emergence of delta-vega hedging (Q2412385) (← links)
- A new approach for option pricing under stochastic volatility (Q2425553) (← links)
- Comparison results for stochastic volatility models via coupling (Q2430255) (← links)
- Risk-neutral compatibility with option prices (Q2430260) (← links)
- Approximate inversion of the Black-Scholes formula using rational functions (Q2455635) (← links)
- A comparison of option prices under different pricing measures in a stochastic volatility model with correlation (Q2490448) (← links)
- Convexity of solutions of parabolic equations (Q2499701) (← links)
- Monotonicity of the value function for a two-dimensional optimal stopping problem (Q2511558) (← links)
- The financial market: not as big as you think (Q2633452) (← links)
- BESSEL PROCESSES, STOCHASTIC VOLATILITY, AND TIMER OPTIONS (Q2788692) (← links)
- CHI-SQUARE SIMULATION OF THE CIR PROCESS AND THE HESTON MODEL (Q2841330) (← links)
- MONOTONICITY OF PRICES IN HESTON MODEL (Q2841333) (← links)
- Risk adjustments of option prices under time-changed dynamics (Q2879017) (← links)
- Pricing European Options Under Stochastic Volatilities Models (Q2960559) (← links)
- STOCHASTIC VOLATILITY (Q3022059) (← links)
- Risk minimization in stochastic volatility models: model risk and empirical performance (Q3182745) (← links)
- Perpetual American vanilla option pricing under single regime change risk: an exhaustive study (Q3301076) (← links)
- TERM STRUCTURES OF IMPLIED VOLATILITIES: ABSENCE OF ARBITRAGE AND EXISTENCE RESULTS (Q3502126) (← links)
- EQUILIBRIUM STATE PRICES IN A STOCHASTIC VOLATILITY MODEL<sup>1</sup> (Q4226863) (← links)
- Stochastic volatility, smile & asymptotics (Q4541571) (← links)
- The European options hedge perfectly in a Poisson-Gaussian stock market model (Q4551201) (← links)
- Smoothing the payoff for efficient computation of Basket option prices (Q4554434) (← links)
- The Fundamental Theorem of Derivative Trading - exposition, extensions and experiments (Q4555094) (← links)
- INTEGRAL REPRESENTATION OF PROBABILITY DENSITY OF STOCHASTIC VOLATILITY MODELS AND TIMER OPTIONS (Q4602498) (← links)
- Turbocharging Monte Carlo pricing for the rough Bergomi model (Q4619528) (← links)
- Dimension and variance reduction for Monte Carlo methods for high-dimensional models in finance (Q4682492) (← links)
- Implied integrated variance and hedging (Q4683083) (← links)
- Option Pricing in Stochastic Volatility Models of the Ornstein‐Uhlenbeck type (Q4825509) (← links)
- Realistic Statistical Modelling of Financial Data (Q4831974) (← links)
- Refinement by reducing and reusing random numbers of the Hybrid scheme for Brownian semistationary processes (Q5014246) (← links)
