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You are looking at 1-10 of 37 items for: stochastic volatility

  • Keywords: stochastic volatilityx
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Stelzer, Robert / Tosstorff, Thomas / Wittlinger, Marc

Moment based estimation of supOU processes and a related stochastic volatility model

Product Type: Journals/Yearbooks
Imamura, Yuri / Ishigaki, Yuta / Okumura, Toshiki

A numerical scheme based on semi-static hedging strategy

Product Type: Journals/Yearbooks
Mania, M. / Santacroce, M. / Tevzadze, R.

The Bellman Equation Related to the Minimal Entropy Martingale Measure

Product Type: Journals/Yearbooks
Song, Bin / Liang, Enqi / Liu, Bing

American Option Pricing Using Particle Filtering Under Stochastic Volatility Correlated Jump Model

Product Type: Journals/Yearbooks
Li, Ping / Liu, Jie

Design and Pricing of Chinese Contingent Convertible Bonds

Product Type: Journals/Yearbooks
Huang, Yu-Fan

An effcient exact Bayesian method For state space models with stochastic volatility

Product Type: Journals/Yearbooks
Rehman, Nasir / Hussain, Sultan / Ul-Haq, Wasim

Sensitivity analysis of the optimal exercise boundary of the American put option

Product Type: Journals/Yearbooks
Florescu, Ionuţ / Tudor, Ciprian A.

Estimation of the long memory parameter in stochastic volatility models by quadratic variations

Product Type: Journals/Yearbooks
Grassi, Stefano / Proietti, Tommaso

Has the Volatility of U.S. Inflation Changed and How?

Product Type: Journals/Yearbooks
Belomestny, Denis / Mathew, Stanley / Schoenmakers, John

Multiple stochastic volatility extension of the Libor market model and its implementation

Product Type: Journals/Yearbooks

You are looking at 1-10 of 37 items for: stochastic volatility

  • Keywords: stochastic volatilityx
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