Amanote Research
Register
Sign In
Discover open access scientific publications
Search, annotate, share and cite publications
Publications by Alexey N. Medvedev
Approximation and Calibration of Short-Term Implied Volatilities Under Jump-Diffusion Stochastic Volatility
SSRN Electronic Journal
Related publications
Implied and Local Volatilities Under Stochastic Volatility
International Journal of Theoretical and Applied Finance
Economics
Econometrics
Finance
On the Short-Time Behavior of the Implied Volatility for Jump-Diffusion Models With Stochastic Volatility
Finance and Stochastics
Uncertainty
Statistics
Finance
Probability
A Hull and White Formula for a General Stochastic Volatility Jump-Diffusion Model With Applications to the Study of the Short-Time Behavior of the Implied Volatility
SSRN Electronic Journal
Stochastic Volatility Jump-Diffusion Model for Option Pricing
Journal of Mathematical Finance
American Put Option Pricing for Stochastic-Volatility, Jump-Diffusion Models
Proceedings of the American Control Conference
Electronic Engineering
Electrical
Regime-Switching Stochastic Volatility and Short-Term Interest Rates
SSRN Electronic Journal
A Robust Weak Taylor Approximation Scheme for Solutions of Jump-Diffusion Stochastic Delay Differential Equations
Abstract and Applied Analysis
Applied Mathematics
Analysis
Estimating Stochastic Volatility Diffusion Using Conditional Moments of Integrated Volatility
SSRN Electronic Journal
An Empirical Examination of Horizon: Evidence From the Term Structure of Implied Equity Volatilities
SSRN Electronic Journal
