New models of volatility

被引:0
|
作者
Bouhand, JP
机构
关键词
D O I
暂无
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:C72 / C73
页数:2
相关论文
共 50 条
  • [1] New solvable stochastic volatility models for pricing volatility derivatives
    Itkin, Andrey
    [J]. REVIEW OF DERIVATIVES RESEARCH, 2013, 16 (02) : 111 - 134
  • [2] New solvable stochastic volatility models for pricing volatility derivatives
    Andrey Itkin
    [J]. Review of Derivatives Research, 2013, 16 : 111 - 134
  • [3] New parametrization of stochastic volatility models
    Sadok, Ibrahim
    Masmoudi, Afif
    [J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2022, 51 (07) : 1936 - 1953
  • [4] Properties of a new family of volatility sign models
    Thavaneswaran, A.
    Appadoo, S. S.
    [J]. COMPUTERS & MATHEMATICS WITH APPLICATIONS, 2006, 52 (6-7) : 809 - 818
  • [5] Inferences in Stochastic Volatility Models: A New Simpler Way
    Tagore, Vickneswary
    Zheng, Nan
    Sutradhar, Brajendra C.
    [J]. ADVANCES AND CHALLENGES IN PARAMETRIC AND SEMI-PARAMETRIC ANALYSIS FOR CORRELATED DATA, 2016, 218 : 97 - 131
  • [6] Volatility Models
    Kimio Morimune
    [J]. The Japanese Economic Review, 2007, 58 : 1 - 23
  • [7] Volatility models
    Morimune, Kimio
    [J]. JAPANESE ECONOMIC REVIEW, 2007, 58 (01) : 1 - 23
  • [8] Volatility Options in Rough Volatility Models
    Horvath, Blanka
    Jacquier, Antoine
    Tankov, Peter
    [J]. SIAM JOURNAL ON FINANCIAL MATHEMATICS, 2020, 11 (02): : 437 - 469
  • [9] The Good and Bad Volatility: A New Class of Asymmetric Heteroskedastic Models
    BenSaida, Ahmed
    [J]. OXFORD BULLETIN OF ECONOMICS AND STATISTICS, 2021, 83 (02) : 540 - 570
  • [10] A new generalization of skew-T distribution with volatility models
    Altun, Emrah
    Tatlidil, Huseyin
    Ozel, Gamze
    Nadarajah, Saralees
    [J]. JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2018, 88 (07) : 1252 - 1272