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Estimation
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4
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Applied economics
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International journal of economics and finance
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The North American journal of economics and finance : a journal of financial economics studies
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Finance India : the quarterly journal of Indian Institute of Finance
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3
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3
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ECONIS (ZBW)
401
RePEc
4
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1
Option pricing with non-Gaussian scaling and infinite-state switching volatility
Baldovin, Fulvio
;
Caporin, Massimiliano
;
Caraglio, Michele
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 486-497
Persistent link: https://www.econbiz.de/10011499748
Saved in:
2
Price discovery in the volatility index option market : a univariate
GARCH
approach
Venter, Pierre J
;
Maré, Eben
- In:
Finance research letters
44
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014494881
Saved in:
3
A new bivariate approach for modeling the interaction between stock volatility and interest rate : an application to S&P500 returns and options
Ballestra, Luca Vincenzo
;
D'Innocenzo, Enzo
;
Guizzardi, …
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1185-1194
Persistent link: https://www.econbiz.de/10014456945
Saved in:
4
Forward mortality rates in discrete time I : calibration and securities pricing
Hunt, Andrew
;
Blake, David
-
2015
Persistent link: https://www.econbiz.de/10011412905
Saved in:
5
Symposium on stochastic volatility: an introductory overview
Viens, Frederi
- In:
Annals of Finance
8
(
2012
)
2
,
pp. 151-157
Persistent link: https://www.econbiz.de/10010866514
Saved in:
6
Estimation and pricing under long-memory stochastic volatility
Chronopoulou, Alexandra
;
Viens, Frederi
- In:
Annals of Finance
8
(
2012
)
2
,
pp. 379-403
Persistent link: https://www.econbiz.de/10010866531
Saved in:
7
Volatility model applications in China's SSE50 options market
Chi, Yeguang
;
Hao, Wenyan
;
Zhang, Yifei
- In:
The journal of futures markets
42
(
2022
)
9
,
pp. 1704-1720
Persistent link: https://www.econbiz.de/10013465807
Saved in:
8
Deep structural estimation: with an application to option pricing
Chen, Hui
;
Didisheim, Antoine
;
Scheidegger, Simon
-
2021
Persistent link: https://www.econbiz.de/10012819482
Saved in:
9
The volatility premium
Eraker, Bjørn
- In:
The quarterly journal of finance
11
(
2021
)
3
,
pp. 1-35
Persistent link: https://www.econbiz.de/10012819501
Saved in:
10
Leverage and feedback effects on multifactor wishart stochastic volatility for option pricing
Asai, Manabu
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009724148
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