P.O. 541, Korkeakoulunkatu 8 (Festia building)
Tampere University of Technology
in Total Papers Downloads
Option valuation, VIX, GARCH, Estimation
Volatility Feedback, Dividends, Option Prices, Stochastic Volatility, Time-Varying Price-Dividend ratio
Infinite-activity Levy jumps, Non-affine models, MCMC, VIX, Options
Limit order book, Liquidity, Company announcement, High-frequency data
Arrival of News; Jumps; High Frequency Data; Macroeconomic Announcements; Company Announcements
Martingale, Malliavin, Risk premium
Cloud Computing, Financial Engineering, Risk Management, Portfolio Optimization, Distributed Algorithm
stochastic volatility, option prices, calibration, out-of-sample
Real options, Stochastic processes, Geometric Brownian motion, Stochastic volatility, Present value model
diffusion models, innovation forecasting, stochastic processes
interest rates, option pricing, dividends
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