Pages that link to "Item:Q5384680"
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The following pages link to A THRESHOLD MODEL FOR LOCAL VOLATILITY: EVIDENCE OF LEVERAGE AND MEAN REVERSION EFFECTS ON HISTORICAL DATA (Q5384680):
Displaying 9 items.
- Statistical estimation of the oscillating Brownian motion (Q1750094) (← links)
- Bayesian inference for fractional oscillating Brownian motion (Q2135897) (← links)
- Multilayer heat equations and their solutions via oscillating integral transforms (Q2145027) (← links)
- Extreme at-the-money skew in a local volatility model (Q2274223) (← links)
- Random tree Besov priors -- towards fractal imaging (Q2697377) (← links)
- A Markov chain approximation scheme for option pricing under skew diffusions (Q4991088) (← links)
- A THRESHOLD MODEL FOR LOCAL VOLATILITY: EVIDENCE OF LEVERAGE AND MEAN REVERSION EFFECTS ON HISTORICAL DATA (Q5384680) (← links)
- Arbitrage problems with reflected geometric Brownian motion (Q6181515) (← links)
- Drift Estimation of the Threshold Ornstein-Uhlenbeck Process From Continuous and Discrete Observations (Q6185131) (← links)
