Pages that link to "Item:Q3022062"
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The following pages link to A CORRELATED STOCHASTIC VOLATILITY MODEL MEASURING LEVERAGE AND OTHER STYLIZED FACTS (Q3022062):
Displayed 12 items.
- Combined multiplicative-Heston model for stochastic volatility (Q2143315) (← links)
- Leveraged Lévy processes as models for stock prices (Q2786277) (← links)
- Continuous-Time Skewed Multifractal Processes as a Model for Financial Returns (Q2897157) (← links)
- OPTION PRICING UNDER ORNSTEIN-UHLENBECK STOCHASTIC VOLATILITY: A LINEAR MODEL (Q3067763) (← links)
- A generalized Fourier transform approach to risk measures (Q3301115) (← links)
- Multiple time scales and the exponential Ornstein–Uhlenbeck stochastic volatility model (Q3437399) (← links)
- Option pricing and hedging with minimum local expected shortfall (Q4610270) (← links)
- The skewed multifractal random walk with applications to option smiles (Q4646792) (← links)
- Statistical analysis and stochastic interest rate modeling for valuing the future with implications in climate change mitigation (Q5135117) (← links)
- The probability distribution of returns in the exponential Ornstein–Uhlenbeck model (Q5239449) (← links)
- MEASURING THE MEMORY PARAMETER ON SEVERAL TRANSFORMATIONS OF ASSET RETURNS (Q5704727) (← links)
- Option pricing under stochastic volatility: the exponential Ornstein–Uhlenbeck model (Q5853625) (← links)