Pages that link to "Item:Q3182745"

The following pages link to Risk minimization in stochastic volatility models: model risk and empirical performance (Q3182745):

Displaying 21 items.

• An investigation of model risk in a market with jumps and stochastic volatility (Q323232) (← links)
• An empirical comparison of two stochastic volatility models using Indian market data (Q370874) (← links)
• A hybrid data cloning maximum likelihood estimator for stochastic volatility models (Q1695565) (← links)
• Optimal surrender of guaranteed minimum maturity benefits under stochastic volatility and interest rates (Q1742704) (← links)
• Asian and Australian options: a common perspective (Q1994236) (← links)
• Quadratic hedging schemes for non-Gaussian GARCH models (Q1994523) (← links)
• Unit-linked life insurance policies: optimal hedging in partially observable market models (Q2404551) (← links)
• Hedging under generalized good-deal bounds and model uncertainty (Q2408899) (← links)
• A discrete-time hedging framework with multiple factors and fat tails: on what matters (Q2682956) (← links)
• Learning minimum variance discrete hedging directly from the market (Q4554484) (← links)
• The Fundamental Theorem of Derivative Trading - exposition, extensions and experiments (Q4555094) (← links)
• Pricing and hedging contingent claims using variance and higher order moment swaps (Q4555095) (← links)
• Evaluating discrete dynamic strategies in affine models (Q4683013) (← links)
• Regression-based Monte Carlo methods for stochastic control models: variable annuities with lifelong guarantees (Q5001178) (← links)
• A neural network approach to understanding implied volatility movements (Q5139240) (← links)
• Hedging strategies for energy derivatives (Q5247229) (← links)
• On the performance of asymptotic locally risk minimising hedges in the Heston stochastic volatility model (Q5397430) (← links)
• Empirical performance of models for barrier option valuation (Q5746738) (← links)
• ANALYTIC CALCULATION OF EUROPEAN OPTION PRICING IN STOCHASTIC VOLATILITY ASSET MODEL (Q5863383) (← links)
• Hedging Option Books Using Neural-SDE Market Models (Q6112769) (← links)
• Hedging cryptocurrency options (Q6154211) (← links)