scholarly journals A Spectral Estimation of Tempered Stable Stochastic Volatility Models and Option Pricing

2010 ◽  
Author(s):  
Junye Li ◽  
Carlo A. Favero ◽  
Fulvio Ortu
Keyword(s):  
Option Pricing ◽  
Stochastic Volatility ◽  
Spectral Estimation ◽  
Stochastic Volatility Models ◽  
Volatility Models

Static and dynamic SABR stochastic volatility models: Calibration and option pricing using GPUs

2013 ◽  
Vol 94 ◽  
pp. 55-75 ◽  
Author(s):  
J.L. Fernández ◽  
A.M. Ferreiro ◽  
J.A. García-Rodríguez ◽  
A. Leitao ◽  
J.G. López-Salas ◽  
...  
Keyword(s):  
Option Pricing ◽  
Stochastic Volatility ◽  
Stochastic Volatility Models ◽  
Volatility Models
Sign in / Sign up

Export Citation Format

Share Document