Skip to contents Rolloos, Frido [Author] Implied Volatility in Stochastic Volatility Models With Jump to Default Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2023 Alghalith, Moawia [Author] A General Theory of Option Pricing : Explicit Formulas Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2021] Chassot, Jonathan [Author]; Creel, Michael D. [Author] Constructing efficient simulated moments using temporal convolutional networks Books View online Schließen > Access ... to E-book (PDF document ; freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [Barcelona]: BSE, Barcelona School of Economics, [2023] Published in: BSE working paper ; 1412 Witzany, Jiří [Author] Estimating correlated jumps and stochastic volatilities Books View online Schließen > Links ... to E-book Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Prague: Charles University in Prague, Institute of Economic Studies (IES), 2011 Lord, Roger [Author]; Kahl, Christian [Author] Why the Rotation Count Algorithm works Books View online Schließen > Links ... to E-book Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Amsterdam and Rotterdam: Tinbergen Institute, 2006 Qu, Yan [Author]; Dassios, Angelos [Author]; Zhao, Hongbiao [Author] Shot-Noise Cojumps : Exact Simulation and Option Pricing Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2022] Frau, Carme [Author]; Crosby, John [Author] Jumps in Commodity Prices : New Approaches for Pricing Options Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2021] Chourdakis, Kyriakos [Author] Continuous time regime switching models and applications in estimating processes with stochastic volatility and jumps Books View online Schließen > Links ... to E-book Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. London: Queen Mary University of London, Department of Economics, 2002 Bos, Charles S. [Author] Model-based Estimation of High Frequency Jump Diffusions with Microstructure Noise and Stochastic Volatility Books View online Schließen > Links ... to E-book Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Amsterdam and Rotterdam: Tinbergen Institute, 2008 Gaia Becheri, Irene [Author] Limiting experiments for panel-data and jump-diffusion models Books View online Schließen > Access ... to E-book (Volltext ; freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Tilburg: Tilburg University, 2012 Published in: Center for Economic Research: Dissertation Series CentER ; 337 Animante, David [Author] Optimal Sovereign Investment in a Stochastic Volatility Jump-Diffusion Model Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016] Jiang, George J. [Author] Stochastic Volatility and Jump-Diffusion --- Implications on Option Pricing Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2012] Kaeck, Andreas [Author] ; Alexander, Carol [Other] Stochastic Volatility Jump-Diffusions for Equity Index Dynamics Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010] Published in: University of Reading Henley Business School ICMA Centre Discussion Paper in Finance ; No. DP2010-06 Cheng, Peng [Author] ; Scaillet, O. [Other] Linear-Quadratic Jump-Diffusion Modelling with Application to Stochastic Volatility Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2003] Sun, Youfa [Author] ; Liu, Caiyan [Other]; Guo, Shimin [Other] Stochastic Volatility Double Jump-Diffusions Model : The Importance of Distribution Type of Jump Amplitude Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015] Hanson, Floyd B. [Author] Optimal Portfolio Problem for Stochastic-Volatility, Jump-Diffusion Models with Jump-Bankruptcy Condition : Practical Theory Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008] Hanson, Floyd B. [Author] Stochastic-Volatility, Jump-Diffusion Optimal Portfolio Problem with Jumps in Returns and Volatility Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2011] Alos, Elisa [Author] ; Leon, Jorge A. [Other]; Vives, Josep [Other] On the Short-Time Behavior of the Implied Volatility for Jump-Diffusion Models With Stochastic Volatility Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2007] Kirkby, Justin [Author] ; Nguyen, Duy [Other] Efficient Asian Option Pricing Under Regime Switching Jump Diffusions and Stochastic Volatility Models Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Kirkby, Justin [Author] ; Nguyen, Duy [Other] Efficient Asian Option Pricing Under Regime Switching Jump Diffusions and Stochastic Volatility Models Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Published in: Annals of Finance, Forthcoming
Rolloos, Frido [Author] Implied Volatility in Stochastic Volatility Models With Jump to Default Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2023
Alghalith, Moawia [Author] A General Theory of Option Pricing : Explicit Formulas Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2021]
Chassot, Jonathan [Author]; Creel, Michael D. [Author] Constructing efficient simulated moments using temporal convolutional networks Books View online Schließen > Access ... to E-book (PDF document ; freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [Barcelona]: BSE, Barcelona School of Economics, [2023] Published in: BSE working paper ; 1412
Witzany, Jiří [Author] Estimating correlated jumps and stochastic volatilities Books View online Schließen > Links ... to E-book Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Prague: Charles University in Prague, Institute of Economic Studies (IES), 2011
Lord, Roger [Author]; Kahl, Christian [Author] Why the Rotation Count Algorithm works Books View online Schließen > Links ... to E-book Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Amsterdam and Rotterdam: Tinbergen Institute, 2006
Qu, Yan [Author]; Dassios, Angelos [Author]; Zhao, Hongbiao [Author] Shot-Noise Cojumps : Exact Simulation and Option Pricing Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2022]
Frau, Carme [Author]; Crosby, John [Author] Jumps in Commodity Prices : New Approaches for Pricing Options Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2021]
Chourdakis, Kyriakos [Author] Continuous time regime switching models and applications in estimating processes with stochastic volatility and jumps Books View online Schließen > Links ... to E-book Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. London: Queen Mary University of London, Department of Economics, 2002
Bos, Charles S. [Author] Model-based Estimation of High Frequency Jump Diffusions with Microstructure Noise and Stochastic Volatility Books View online Schließen > Links ... to E-book Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Amsterdam and Rotterdam: Tinbergen Institute, 2008
Gaia Becheri, Irene [Author] Limiting experiments for panel-data and jump-diffusion models Books View online Schließen > Access ... to E-book (Volltext ; freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Tilburg: Tilburg University, 2012 Published in: Center for Economic Research: Dissertation Series CentER ; 337
Animante, David [Author] Optimal Sovereign Investment in a Stochastic Volatility Jump-Diffusion Model Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016]
Jiang, George J. [Author] Stochastic Volatility and Jump-Diffusion --- Implications on Option Pricing Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2012]
Kaeck, Andreas [Author] ; Alexander, Carol [Other] Stochastic Volatility Jump-Diffusions for Equity Index Dynamics Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010] Published in: University of Reading Henley Business School ICMA Centre Discussion Paper in Finance ; No. DP2010-06
Cheng, Peng [Author] ; Scaillet, O. [Other] Linear-Quadratic Jump-Diffusion Modelling with Application to Stochastic Volatility Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2003]
Sun, Youfa [Author] ; Liu, Caiyan [Other]; Guo, Shimin [Other] Stochastic Volatility Double Jump-Diffusions Model : The Importance of Distribution Type of Jump Amplitude Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015]
Hanson, Floyd B. [Author] Optimal Portfolio Problem for Stochastic-Volatility, Jump-Diffusion Models with Jump-Bankruptcy Condition : Practical Theory Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008]
Hanson, Floyd B. [Author] Stochastic-Volatility, Jump-Diffusion Optimal Portfolio Problem with Jumps in Returns and Volatility Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2011]
Alos, Elisa [Author] ; Leon, Jorge A. [Other]; Vives, Josep [Other] On the Short-Time Behavior of the Implied Volatility for Jump-Diffusion Models With Stochastic Volatility Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2007]
Kirkby, Justin [Author] ; Nguyen, Duy [Other] Efficient Asian Option Pricing Under Regime Switching Jump Diffusions and Stochastic Volatility Models Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020]
Kirkby, Justin [Author] ; Nguyen, Duy [Other] Efficient Asian Option Pricing Under Regime Switching Jump Diffusions and Stochastic Volatility Models Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Published in: Annals of Finance, Forthcoming
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