Pages that link to "Item:Q2784025"
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The following pages link to Empirical Martingale Simulation for Asset Prices (Q2784025):
Displayed 31 items.
- Non-Gaussian GARCH option pricing models and their diffusion limits (Q320097) (← links)
- A spectral method for an optimal investment problem with transaction costs under potential utility (Q515774) (← links)
- Behavioral heterogeneity in the option market (Q609834) (← links)
- An empirical comparison of GARCH option pricing models (Q867119) (← links)
- Calibration of GARCH models using concurrent accelerated random search (Q905332) (← links)
- Smoothly truncated stable distributions, GARCH-models, and option pricing (Q1028530) (← links)
- Strong consistency of the empirical martingale simulation option price estimator (Q1036915) (← links)
- Monte Carlo methods for security pricing (Q1391435) (← links)
- Asymptotic distribution of the EPMS estimator for financial derivatives pricing (Q1623433) (← links)
- Using forward Monte-Carlo simulation for the valuation of American barrier options (Q1639295) (← links)
- Estimation of financial agent-based models with simulated maximum likelihood (Q1655776) (← links)
- GARCH option pricing models with Meixner innovations (Q1710580) (← links)
- Chebyshev reduced basis function applied to option valuation (Q1789629) (← links)
- Option pricing with discrete time jump processes (Q1994170) (← links)
- Quadratic hedging schemes for non-Gaussian GARCH models (Q1994523) (← links)
- General multilevel Monte Carlo methods for pricing discretely monitored Asian options (Q2023956) (← links)
- On accelerating Monte Carlo integration using orthogonal projections (Q2152260) (← links)
- Option market trading activity and the estimation of the pricing kernel: a Bayesian approach (Q2173190) (← links)
- COMFORT: a common market factor non-Gaussian returns model (Q2347735) (← links)
- Pricing inflation products with stochastic volatility and stochastic interest rates (Q2442529) (← links)
- Efficient solutions for discrete Asian options (Q2466717) (← links)
- Hedging Barrier Options in GARCH Models with Transaction Costs (Q2802880) (← links)
- A Modified Empirical Martingale Simulation for Financial Derivative Pricing (Q2815364) (← links)
- Option pricing for GARCH-type models with generalized hyperbolic innovations (Q2873536) (← links)
- GARCH options via local risk minimization (Q2873537) (← links)
- Efficient and accurate quadratic approximation methods for pricing Asian strike options (Q3005363) (← links)
- Dynamic Programming and Hedging Strategies in Discrete Time (Q3112475) (← links)
- Option pricing under regime switching (Q4646774) (← links)
- Model risk of the implied GARCH-normal model (Q5247942) (← links)
- Johnson binomial trees (Q5300442) (← links)
- Nonparametric Option Pricing with Generalized Entropic Estimators (Q6190730) (← links)