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在“Elsevier电子期刊”中，命中：1,103条，耗时：小于0.01 秒

在所有数据库中总计命中：5,763条

1.An analytic expansion method for the valuation of double-barrier options under a stochastic volatility model

作者：Junkee Jeon^a ; ^{hollman@snu.ac.kr} ; Ji-Hun Yoon^b ; ^{yssci99@pusan.ac.kr} ; Chang-Rae Park^c ; ^d

关键词：Double-barrier option ; Stochastic volatility ; Asymptotic analysis ; Mellin transform method

刊名：Journal of Mathematical Analysis and Applications

出版年：2017

2.Consistent pricing of VIX and equity derivatives with the 4/2 stochastic volatility plus jumps model

作者：Wei Lin^a ; ^{weilin1991@zju.edu.cn" class="auth_mail" title="E-mail the corresponding author} ; ^{mathslin@126.com" class="auth_mail" title="E-mail the corresponding author} ; Shenghong Li^a ; ^{shli@zju.edu.cn" class="auth_mail" title="E-mail the corresponding author} ; Xingguo Luo^b ; ^{xgluo@zju.edu.cn" class="auth_mail" title="E-mail the corresponding author} ; Shane Chern^a ; ¹ ; ^{shanechern@zju.edu.cn" class="auth_mail" title="E-mail the corresponding author} ; ^{chenxiaohang92@gmail.com" class="auth_mail" title="E-mail the corresponding author}

关键词：Stochastic volatility ; 4/2 Model ; VIX derivatives ; Transform

刊名：Journal of Mathematical Analysis and Applications

出版年：2017

3.Singular Spectrum Analysis for signal extraction in Stochastic Volatility models

作者：Josu Arteche ; ^{josu.arteche@ehu.es} ; Javier Garcí ; a-Enrí ; quez

关键词：Stochastic Volatility ; Singular Spectrum Analysis

刊名：Econometrics and Statistics

出版年：2017

4.Pricing credit default swaps under a multi-scale stochastic volatility model

作者：Wenting Chen^a ; Xinjiang He^b ; ^{xh016@uowmail.edu.au}

关键词：Credit default swaps ; Multi-scale ; Stochastic volatility ; Perturbation method ; Down-and-out binary option

刊名：Physica A: Statistical Mechanics and its Applications

出版年：2017

5.Stochastic volatility of the futures prices of emission allowances: A Bayesian approach

作者：Jungmu Kim^a ; Yuen Jung Park^b ; ^{yjpark@hallym.ac.kr" class="auth_mail" title="E-mail the corresponding author} ; Doojin Ryu^c ; ^{sharpjin@skku.edu" class="auth_mail" title="E-mail the corresponding author}

关键词：MCMC ; EUA futures ; Stochastic volatility ; Jump model

刊名：Physica A: Statistical Mechanics and its Applications

出版年：2017

6.Estimation for stochastic volatility model: Quasi-likelihood and asymptotic quasi-likelihood approaches

作者：Raed Alzghool ; ^{raalzghool@uod.edu.sa} ; ^{raedalzghool@bau.edu.jo}

关键词：Stochastic volatility model (SVM) ; Quasi-likelihood (QL) ; Asymptotic quasi-likelihood (AQL) ; Martingale difference ; Kernel estimator

刊名：Journal of King Saud University - Science

出版年：2017

7.A Unified Tree approach for options pricing under stochastic volatility models

作者：C.C. Lo^a ; ^{cclo@mbsc.edu.sa} ; D. Nguyen ; ^b ; ^{nducduy@gmail.com} ; K. Skindilias^c ; ^{k.skindilias@gre.ac.uk}

关键词：Recombined tree ; Options pricing ; Markov chain approximation ; Stochastic volatility model

刊名：Finance Research Letters

出版年：2017

8.Parameter instability, stochastic volatility and estimation based on simulated likelihood: Evidence from the crude oil market

作者：Nima Nonejad ^{nimanonejad@gmail.com}

关键词：C11 ; C22 ; C58 ; C63

刊名：Economic Modelling

出版年：2017

9.Semiparametric Bayesian inference for time-varying parameter regression models with stochastic volatility

作者：Stefanos Dimitrakopoulos ^{s.dimitrakopoulos@warwick.ac.uk}

关键词：C11 ; C14 ; C15 ; C22

刊名：Economics Letters

出版年：2017

10.Excess reserves, monetary policy and financial volatility

作者：Keyra Primus ; ^{KPrimus@imf.org}

关键词：Excess reserves ; Countercyclical reserve requirements ; Financial volatility

刊名：Journal of Banking & Finance

出版年：2017

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