Pages that link to "Item:Q957204"
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The following pages link to An option pricing formula for the GARCH diffusion model (Q957204):
Displaying 7 items.
- American option pricing under GARCH diffusion model: an empirical study (Q741895) (← links)
- Second special issue on computational econometrics (Q957202) (← links)
- Implied volatility in oil markets (Q961396) (← links)
- Testing volatility autocorrelation in the constant elasticity of variance stochastic volatility model (Q961412) (← links)
- Calibration of a path-dependent volatility model: empirical tests (Q961413) (← links)
- Bayesian testing for non-linearity in volatility modeling (Q1010548) (← links)
- The moments of a diffusion process (Q1642244) (← links)
