Results 301 to 310 of about 2,813,405 (313)
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Forecasting realized variance using asymmetric HAR model with time-varying coefficients
Finance Research Letters, 2019Xinyu Wu, Xinmeng Hou
semanticscholar +1 more source
Forecasting realized variance measures using time-varying coefficient models
, 2018Jeremias Bekierman, H. Manner
semanticscholar +1 more source
Improved Forecasting of Realized Variance Measures
, 2016Jeremias Bekierman, H. Manner
semanticscholar +1 more source
Pricing options on discrete realized variance with partially exact and bounded approximations
, 2015Wendong Zheng, Y. Kwok
semanticscholar +1 more source
A realized volatility approach to option pricing with continuous and jump variance components
Decisions in Economics and Finance, 2019Dario Alitab +3 more
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Volatility Swaps and Volatility Options on Discretely Sampled Realized Variance
, 2014G. Lian, C. Chiarella, P. Kalev
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Saddlepoint Approximation Methods for Pricing Derivatives on Discrete Realized Variance
, 2013Wendong Zheng, Y. Kwok
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Parallel option pricing on GPU: barrier options and realized variance options
Journal of Supercomputing, 2012L. Fatone +4 more
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