Pages that link to "Item:Q292018"
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The following pages link to Option valuation with conditional skewness (Q292018):
Displayed 32 items.
- Option pricing in a conditional bilateral Gamma model (Q301218) (← links)
- Calibration of GARCH models using concurrent accelerated random search (Q905332) (← links)
- GARCH option pricing: A semiparametric approach (Q938035) (← links)
- Recursive estimation for continuous time stochastic volatility models (Q1036836) (← links)
- Implied volatility and skewness surface (Q1621628) (← links)
- Bayesian option pricing using mixed normal heteroskedasticity models (Q1623554) (← links)
- Linking Tukey's legacy to financial risk measurement (Q1659149) (← links)
- GARCH option pricing models with Meixner innovations (Q1710580) (← links)
- Option pricing with discrete time jump processes (Q1994170) (← links)
- Option pricing with conditional GARCH models (Q2028829) (← links)
- Combination of transition probability distribution and stable Lorentz distribution in stock markets (Q2072272) (← links)
- The behavioral implications of the bilateral gamma process (Q2150400) (← links)
- Option valuation with IG-GARCH model and a U-shaped pricing kernel (Q2153632) (← links)
- Model-based pricing for financial derivatives (Q2347719) (← links)
- Option pricing with non-Gaussian scaling and infinite-state switching volatility (Q2347724) (← links)
- COMFORT: a common market factor non-Gaussian returns model (Q2347735) (← links)
- A discrete-time hedging framework with multiple factors and fat tails: on what matters (Q2682956) (← links)
- Fourier inversion formulas for multiple-asset option pricing (Q2687888) (← links)
- Probabilistic and statistical properties of moment variations and their use in inference and estimation based on high frequency return data (Q2691639) (← links)
- Learning for infinitely divisible GARCH models in option pricing (Q2699614) (← links)
- Models for stock returns (Q2873015) (← links)
- Option pricing for GARCH-type models with generalized hyperbolic innovations (Q2873536) (← links)
- PRICING ASIAN OPTIONS IN AFFINE GARCH MODELS (Q3005964) (← links)
- A COMPARISON OF PRICING KERNELS FOR GARCH OPTION PRICING WITH GENERALIZED HYPERBOLIC DISTRIBUTIONS (Q3094327) (← links)
- Derivation of Kurtosis and Option Pricing Formulas for Popular Volatility Models with Applications in Finance (Q3518490) (← links)
- Value at Risk with time varying variance, skewness and kurtosis-the NIG-ACD model (Q3566440) (← links)
- US stock returns: are there seasons of excesses? (Q4554515) (← links)
- Lattice-based hedging schemes under GARCH models (Q5014202) (← links)
- Expected Utility Theory on General Affine GARCH Models (Q5041836) (← links)
- COMPUTATIONAL METHOD FOR PROBABILITY DISTRIBUTION ON RECURSIVE RELATIONSHIPS IN FINANCIAL APPLICATIONS (Q5111485) (← links)
- Variance swaps valuation under non-affine GARCH models and their diffusion limits (Q5234288) (← links)
- Model risk of the implied GARCH-normal model (Q5247942) (← links)