Results 131 to 140 of about 127,087 (242)

Extremes of regularly varying stochastic volatility fields [PDF]

, 2023
Mads Stehr, Anders Rønn-Nielsen
openalex   +1 more source

Accelerating the Calibration of Stochastic Volatility Models [PDF]

, 2011
Fiodar Kilin
openalex   +1 more source

Mean-Reversion in Commodity Futures Volatility: An Analysis of Daily Range-Based Stochastic Volatility Models

, 2021
Stephen Figlewski, Marco Haase, Matthias Huss, Heinz Zimmermann   +3 more
openalex   +1 more source

ICA and stochastic volatility models

, 2016
PLENARY ...
Taskinen Sara, Oja Hannu, Nordhausen Klaus, Matilainen Markus, Miettinen Jari   +4 more
openaire   +4 more sources

Pricing of Options on Assets with Level Dependent Stochastic Volatility

, 2005
Alexander Skabelin
openalex   +1 more source

Corporate credit risk prediction under stochastic volatility and jumps [PDF]

, 2014
Di Bu, Yin Liao
openalex   +1 more source

On the Valuation of Foreign Exchange Options Using Stochastic Volatility Models

, 2010
Rupert Hughes-Brandl
openalex   +2 more sources

Stochastic Volatility Models with Skewness Selection. [PDF]

Entropy (Basel)
Martins I, Freitas Lopes H.
europepmc   +1 more source

Maximum likelihood estimation for stochastic volatility in mean models with heavy-tailed distributions. [PDF]

Appl Stoch Models Bus Ind, 2017
Abanto-Valle CA, Langrock R, Chen MH, Cardoso MV.   +3 more
europepmc   +1 more source

Impact of capital market volatility on economic growth - An analysis based on stochastic volatility model. [PDF]

Heliyon
Chang M, Li Y.
europepmc   +1 more source