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Time-Varying Jump Intensities...
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1
Pricing Taiwan option market with GARCH and stochastic
volatility
Huang, Hung-hsi
;
Wang, Ching-ping
;
Chen, Shiau-hung
- In:
Applied financial economics
21
(
2011
)
10/12
,
pp. 747-754
Persistent link: https://www.econbiz.de/10009231596
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2
Discrete time linear-quadratic pricing of bonds and options
Realdon, Marco
- In:
Applied financial economics
21
(
2011
)
7/9
,
pp. 463-467
Persistent link: https://www.econbiz.de/10009153287
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3
The performance of popular stochastic
volatility
option pricing models during the subprime crisis
Moyaert, Thibaut
;
Petitjean, Mikael
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 1059-1068
Persistent link: https://www.econbiz.de/10009317438
Saved in:
4
Estimating single factor jump diffusion interest rate models
Sorwar, Ghulam
- In:
Applied financial economics
21
(
2011
)
22/24
,
pp. 1679-1689
Persistent link: https://www.econbiz.de/10009385057
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5
Option pricing with time-changed Lévy processes
Klingler, Sven
;
Kim, Young Shin
;
Račev, Svetlozar T.
; …
- In:
Applied financial economics
23
(
2013
)
13/15
,
pp. 1231-1238
Persistent link: https://www.econbiz.de/10010204746
Saved in:
6
Estimating
volatility
from ATM options with lognormal stochastic variance and long memory
Cardinali, Alessandro
- In:
Applied financial economics
22
(
2012
)
7/9
,
pp. 733-748
Persistent link: https://www.econbiz.de/10009624321
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7
Calibration strategies of stochastic
volatility
models for option pricing
Larikka, Mauri
;
Kanniainen, Juho
- In:
Applied financial economics
22
(
2012
)
22/24
,
pp. 1979-1992
Persistent link: https://www.econbiz.de/10009719310
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8
Spanning tests for options using principal components methods
Hansen, Charlotte S.
;
Tuypens, Bjorn E.
- In:
Applied financial economics
17
(
2007
)
7/9
,
pp. 739-746
Persistent link: https://www.econbiz.de/10003491227
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9
Recovering the moments of information flow and the normality of asset returns
Murphy, Anthony
;
Izzeldin, Marwan
- In:
Applied financial economics
20
(
2010
)
10/12
,
pp. 761-769
Persistent link: https://www.econbiz.de/10009009840
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10
General asymmetric stochastic
volatility
models using range data : estimation and empirical evidence from emerging equity markets
Asai, Manabu
;
Unite, Angelo A.
- In:
Applied financial economics
20
(
2010
)
13/15
,
pp. 1041-1049
Persistent link: https://www.econbiz.de/10009010308
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