Pages that link to "Item:Q3182646"
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The following pages link to Sato processes and the valuation of structured products (Q3182646):
Displayed 15 items.
- Local volatility of volatility for the VIX market (Q385648) (← links)
- Subordination, self-similarity, and option pricing (Q1009413) (← links)
- Pure jump models for pricing and hedging VIX derivatives (Q1655664) (← links)
- Option pricing in an exponential mixedts Lévy process (Q1703561) (← links)
- Structured products equilibria in conic two price markets (Q1938974) (← links)
- Extracting market information from equity options with exponential Lévy processes (Q1994305) (← links)
- Calibration of self-decomposable Lévy models (Q2444660) (← links)
- Options on realized variance and convex orders (Q2866381) (← links)
- Sato Processes in Default Modelling (Q3063871) (← links)
- Risk minimization in stochastic volatility models: model risk and empirical performance (Q3182745) (← links)
- MULTIVARIATE FACTOR-BASED PROCESSES WITH SATO MARGINS (Q4608113) (← links)
- Closed-form convexity and cross-convexity adjustments for Heston prices (Q5300440) (← links)
- Modelling and Prediction of Financial Time Series (Q5419653) (← links)
- Options on realized variance by transform methods: a non-affine stochastic volatility model (Q5745637) (← links)
- A forward started jump-diffusion model and pricing of cliquet style exotics (Q5962132) (← links)