Pages that link to "Item:Q5292355"

The following pages link to Inference for a Class of Stochastic Volatility Models Using Option and Spot Prices: Application of a Bivariate Kalman Filter (Q5292355):

Displaying 3 items.

• Probabilistic forecasts of volatility and its risk premia (Q528102) (← links)
• Option pricing in an exponential mixedts Lévy process (Q1703561) (← links)
• Measuring expectations in options markets: an application to the S&P500 index (Q2866371) (← links)