The following pages link to Florian Ielpo (Q905379):
Displaying 9 items.
- Estimating the Wishart affine stochastic correlation model using the empirical characteristic function (Q905380) (← links)
- Option pricing with discrete time jump processes (Q1994170) (← links)
- Fundamental bubbles in equity markets (Q2156535) (← links)
- The contribution of intraday jumps to forecasting the density of returns (Q2181523) (← links)
- Option pricing for GARCH-type models with generalized hyperbolic innovations (Q2873536) (← links)
- THE NUMBER OF REGIMES ACROSS ASSET RETURNS: IDENTIFICATION AND ECONOMIC VALUE (Q2929381) (← links)
- A Time Series Approach to Option Pricing (Q2938798) (← links)
- HEDGING (CO)VARIANCE RISK WITH VARIANCE SWAPS (Q3100994) (← links)
- Commodity markets through the business cycle (Q5245914) (← links)
