Similar Search Results

Altissimo, Filippo; Siviero, Stefano; Terlizzese, Daniele - In: Annales d'économie et de statistique (2002), pp. 207-226

Persistent link: https://www.econbiz.de/10001773555

How deep are the deep parameters?

Altissimo, Filippo; Siviero, Stefano; Terlizzese, Daniele - 1999

Persistent link: https://www.econbiz.de/10013439187

Stochastic volatility in financial markets : crossing the bridge to continuous time

Fornari, Fabio; Mele, Antonio - 2000

Persistent link: https://www.econbiz.de/10001464294

A simple approach to the estimation of continuous time CEV stochastic volatility models of the short-term rate

Fornari, Fabio; Mele, Antonio - 2001

Persistent link: https://www.econbiz.de/10001581711

Stochastic Volatility in Financial Markets : Crossing the Bridge to Continuous Time

Fornari, Fabio - 2000

Stochastic Volatility in Financial Markets presents advanced topics in financial econometrics and theoretical finance, and is divided into three main parts. The first part aims at documenting an empirical regularity of financial price changes: the occurrence of sudden and persistent changes of...

Persistent link: https://www.econbiz.de/10013519244

Adding and subtracting Black-Scholes : a new approach to approximating derivative prices in continuous-time models

Kristensen, Dennis; Mele, Antonio - In: Journal of financial economics 102 (2011) 2, pp. 390-415

Persistent link: https://www.econbiz.de/10009310761

Approximating volatility diffusions with CEV-ARCH models

Fornari, Fabio; Mele, Antonio - In: Journal of economic dynamics & control 30 (2006) 6, pp. 931-966

Persistent link: https://www.econbiz.de/10003327657

Adding and subtracting black-scholes : a new approach to approximating derivative prices in continuous time models

Kristensen, Dennis; Mele, Antonio - 2009

Persistent link: https://www.econbiz.de/10003849531