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~isPartOf:"Computational economics"
~person:"Asai, Manabu"
~person:"Itkin, Andrey"
~person:"Koopman, Siem Jan"
~person:"McGee, Robert W."
~type_genre:"Article in journal"
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Asai, Manabu
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Using pseudo-parabolic and fractional equations for option pricing in jump diffusion models
Itkin, Andrey
;
Carr, Peter
- In:
Computational economics
40
(
2012
)
1
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pp. 63-104
Persistent link: https://www.econbiz.de/10009627499
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Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
- In:
Computational economics
59
(
2022
)
1
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pp. 103-123
Persistent link: https://www.econbiz.de/10013168928
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An expanded Local Variance Gamma model
Carr, Peter
;
Itkin, Andrey
- In:
Computational economics
57
(
2021
)
4
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pp. 949-987
Persistent link: https://www.econbiz.de/10012543243
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