The following pages link to (Q4226822):
Displayed 11 items.
- On pseudo maximum likelihood estimation for multivariate time series models with conditional heteroskedasticity (Q1025338) (← links)
- It only takes a few moments to hedge options (Q1734554) (← links)
- Volatility swaps valuation under stochastic volatility with jumps and stochastic intensity (Q2009351) (← links)
- Closed-form variance swap prices under general affine GARCH models and their continuous-time limits (Q2288922) (← links)
- Variance disparity and market frictions (Q2294445) (← links)
- Convergence of the trinomial tree method for pricing European/American options (Q2381353) (← links)
- INDEX OPTIONS AND VOLATILITY DERIVATIVES IN A GAUSSIAN RANDOM FIELD RISK-NEUTRAL DENSITY MODEL (Q4571695) (← links)
- Variance swaps under the threshold Ornstein–Uhlenbeck model (Q4624950) (← links)
- PRICING INDEX OPTIONS BY STATIC HEDGING UNDER FINITE LIQUIDITY (Q4686508) (← links)
- (Q5146449) (← links)
- OPTION PRICING VIA MAXIMIZATION OVER UNCERTAINTY AND CORRECTION OF VOLATILITY SMILE (Q5198955) (← links)