Results 291 to 299 of about 22,447 (299)

Stochastic Volatility

2014
openaire   +2 more sources

OPTION HEDGING AND IMPLIED VOLATILITIES IN A STOCHASTIC VOLATILITY MODEL

Mathematical Finance, 1996
Eric Renault, Nizar Touzi
exaly  

Stochastic volatility in asset prices estimation with simulated maximum likelihood

Journal of Econometrics, 1994
Jon Danielsson
exaly  

Volatility and quantile forecasts by realized stochastic volatility models with generalized hyperbolic distribution

International Journal of Forecasting, 2016
Makoto Takahashi, Toshiaki Watanabe, Yasuhiro Omori   +2 more
exaly  

Stochastic Volatility

2018
openaire   +1 more source

Stochastic Volatility

2012
openaire   +1 more source

Stochastic Volatility

2011
openaire   +1 more source

Stochastic Volatility

2013
openaire   +1 more source

Options on realized variance by transform methods: a non-affine stochastic volatility model

Quantitative Finance, 2012
exaly