Related content

Convergence in multiscale financial models with non-Gaussian stochastic volatility∗∗∗

By Bardi Martino   Cesaroni Annalisa   Scotti Andrea  

ESAIM: Control, Optimisation and Calculus of Variations, Vol. 22, Iss. 2, 2016-04 ,pp. : 500-518

Edp Sciences

Access to resources Recommend Favorite

A Bayesian Semiparametric Multiplicative Error Model With an Application to Realized Volatility

By Solgi Reza   Mira Antonietta  

Journal of Computational and Graphical Statistics, Vol. 22, Iss. 3, 2013-07 ,pp. : 558-583

Taylor & Francis Ltd

Access to resources Recommend Favorite

Testing in locally conic models, and application to mixture models

By Dacunha-Castelle Didier   Gassiat Elisabeth  

ESAIM: Probability and Statistics, Vol. 1, Iss. issue, 2010-03 ,pp. : 285-317

Edp Sciences

Access to resources Recommend Favorite

Fast Exponential Time Integration for Pricing Options in Stochastic Volatility Jump Diffusion Models

By  

East Asian Journal on Applied Mathematics, Vol. 4, Iss. 1, 2014-02 ,pp. : 52-68

Cambridge University Press

Access to resources Recommend Favorite

Limit Theorems for Long-Memory Stochastic Volatility Models with Infinite Variance: Partial Sums and Sample Covariances

By  

Advances in Applied Probability, Vol. 44, Iss. 4, 2012-12 ,pp. : 1113-1141

Cambridge University Press

Access to resources Recommend Favorite