✦ LIBER ✦

On the use of non-linear transformations in Stochastic Volatility models

✍ Scribed by Georgios Tsiotas

Publisher: Springer
Year: 2009
Tongue: English
Weight: 467 KB
Volume: 18
Category: Article
ISSN: 1613-981X
DOI: 10.1007/s10260-008-0113-9

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On the short-time behavior of the implie

On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility

✍ Elisa Alòs; Jorge A. León; Josep Vives 📂 Article 📅 2007 🏛 Springer-Verlag 🌐 English ⚖ 449 KB

Asymptotic Behavior of the Stock Price D

Asymptotic Behavior of the Stock Price Distribution Density and Implied Volatility in Stochastic Volatility Models

✍ Archil Gulisashvili; Elias M. Stein 📂 Article 📅 2009 🏛 Springer 🌐 English ⚖ 627 KB

A study about the existence of the lever

A study about the existence of the leverage effect in stochastic volatility models

✍ Ionuţ Florescu; Cristian Gabriel Pãsãricã 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 711 KB

Processing approach of non-linear adjust

Processing approach of non-linear adjustment models in the space of non-linear models

✍ Li Chaokui; Zhu Qing; Song Chengfang 📂 Article 📅 2003 🏛 Springer 🌐 English ⚖ 399 KB

A note on fitting one-compartment models

A note on fitting one-compartment models: Non-linear least squares versus linear least squares using transformed data

✍ A. John Bailer; Christopher J. Portier 📂 Article 📅 1990 🏛 John Wiley and Sons 🌐 English ⚖ 341 KB

Drug concentrations in one-compartment systems are frequently modeled using a single exponential function. Two methods of estimation are commonly used for determining the parameters of such a model. In the first method, non-linear least-squares regression is used to calculate the parameters. In the

Use of the Hilbert transform in modal an

Use of the Hilbert transform in modal analysis of linear and non-linear structures

✍ M. Simon; G.R. Tomlinson 📂 Article 📅 1984 🏛 Elsevier Science 🌐 English ⚖ 1023 KB