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Publications by Yonathan Ebguy

Joint Calibration of Option Pricing Models via Particle Methods

SSRN Electronic Journal

English

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Fourier Transform Methods for Option Pricing

English

Option Pricing Applications of Quadratic Volatility Models

Journal of Mathematical Finance

English

Specification Tests of Calibrated Option Pricing Models

Journal of Econometrics

Philosophy of Science

Applied Mathematics

English

Empirical Testing of Real Option-Pricing Models

Journal of Finance

English

GARCH Option Pricing Models With Meixner Innovations

Review of Derivatives Research

English

Option Pricing Under Sign RCA-GARCH Models

Dynamic Econometric Models

English

Option Pricing Models: The Review of Literatures (2)

Communications of the Japan Association of Real Options and Strategy

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Option Pricing

English

Option Pricing in Multivariate Stochastic Volatility Models of OU Type

SIAM Journal on Financial Mathematics

Applied Mathematics

Numerical Analysis

English