Pages that link to "Item:Q470521"

The following pages link to Statistical estimation of Lévy-type stochastic volatility models (Q470521):

Displaying 10 items.

• Estimation of the activity of jumps in time-changed Lévy models (Q391841) (← links)
• Option pricing and hedging in incomplete market driven by normal tempered stable process with stochastic volatility (Q465438) (← links)
• First steps towards an equilibrium theory for Lévy financial markets (Q470675) (← links)
• Stock markets fragmentation, volatility and final investors (Q1682602) (← links)
• Optimal iterative threshold-kernel estimation of jump diffusion processes (Q2023467) (← links)
• Estimation of tempered stable Lévy models of infinite variation (Q2152238) (← links)
• Barndorff-Nielsen and Shephard model: oil hedging with variance swap and option (Q2422168) (← links)
• Optimally thresholded realized power variations for Lévy jump diffusion models (Q2447648) (← links)
• Asymptotically optimal discretization of hedging strategies with jumps (Q2454402) (← links)
• Third-order short-time expansions for close-to-the-money option prices under the CGMY model (Q5373916) (← links)