Results 141 to 150 of about 127,087 (242)

Agricultural Futures Price Forecasting Based on Neural Networks and Stochastic Volatility Models [PDF]

佳怡 钱
openalex   +1 more source

Option Pricing in Multivariate Stochastic Volatility Models of OU Type

, 2010
Johannes Muhle‐Karbe, Oliver Pfaffel, Robert Stelzer   +2 more
openalex   +1 more source

Realtime nowcasting with a Bayesian mixed frequency model with stochastic volatility. [PDF]

J R Stat Soc Ser A Stat Soc, 2015
Carriero A, Clark TE, Marcellino M.
europepmc   +1 more source

Pricing and hedging of variable annuities with path-dependent guarantee in Wishart stochastic volatility models

José Da Fonseca, Patrick Wong
openalex   +1 more source

OPTION PRICING UNDER STOCHASTIC VOLATILITY MODEL WITH JUMPS IN BOTH THE STOCK PRICE AND THE VARIANCE PROCESSES

, 2014
Ju Hong Kim
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Stochastic Modeling and Estimation of Market Volatilities with Applications in Financial Forecasting

, 2012
Jin Di Zheng, Dejun Xie
openalex   +1 more source

Bayesian analysis of stochastic volatility-in-mean model with leverage and asymmetrically heavy-tailed error using generalized hyperbolic skew Student's t-distribution. [PDF]

Stat Interface, 2017
Leão WL, Abanto-Valle CA, Chen MH.
europepmc   +1 more source

Option pricing with stochastic volatility and recombining tree

, 2015
Yuzhang Chen
openalex   +1 more source

Estimating volatility and model parameters of stochastic volatility models with jumps using particle filter

, 2008
Shin Ichi Aihara, Arunabha Bagchi, Saikat Saha   +2 more
openalex   +2 more sources