Pages that link to "Item:Q3094327"

The following pages link to A COMPARISON OF PRICING KERNELS FOR GARCH OPTION PRICING WITH GENERALIZED HYPERBOLIC DISTRIBUTIONS (Q3094327):

Displayed 5 items.

• Non-Gaussian GARCH option pricing models and their diffusion limits (Q320097) ‎ (← links)
• The mean correcting martingale measures for exponential additive processes (Q320605) ‎ (← links)
• GARCH option pricing models with Meixner innovations (Q1710580) ‎ (← links)
• Option pricing with ARIMA-GARCH models of underlying asset returns (Q1725588) ‎ (← links)
• Quadratic hedging schemes for non-Gaussian GARCH models (Q1994523) ‎ (← links)