Pages that link to "Item:Q469560"
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The following pages link to Hermite polynomial based expansion of European option prices (Q469560):
Displayed 20 items.
- Estimating jump-diffusions using closed-form likelihood expansions (Q311641) (← links)
- Explicit form of approximate transition probability density functions of diffusion processes (Q494367) (← links)
- Nonparametric estimation of fractional option pricing model (Q826418) (← links)
- The Jacobi stochastic volatility model (Q1650944) (← links)
- Testing for mutually exciting jumps and financial flights in high frequency data (Q1680187) (← links)
- It only takes a few moments to hedge options (Q1734554) (← links)
- A new delta expansion for multivariate diffusions via the Itô-Taylor expansion (Q1740295) (← links)
- Solution of option pricing equations using orthogonal polynomial expansion. (Q1984560) (← links)
- Solving Euler equations via two-stage nonparametric penalized splines (Q2024465) (← links)
- A data-driven framework for consistent financial valuation and risk measurement (Q2028832) (← links)
- Maximum likelihood estimation of diffusions by continuous time Markov chain (Q2076164) (← links)
- Hermite expansion of transition densities and European option prices for multivariate diffusions with jumps (Q2246642) (← links)
- Nonparametric filtering of conditional state-price densities (Q2294444) (← links)
- Model-based pricing for financial derivatives (Q2347719) (← links)
- A non-linear dynamic model of the variance risk premium (Q2347731) (← links)
- Closed-form implied volatility surfaces for stochastic volatility models with jumps (Q2658792) (← links)
- Orthogonal expansions for VIX options under affine jump diffusions (Q4554474) (← links)
- Double-jump diffusion model for VIX: evidence from VVIX (Q4555075) (← links)
- A new representation of the risk-neutral distribution and its applications (Q5079373) (← links)
- Nonparametric estimates of option prices via Hermite basis functions (Q6146135) (← links)