Stochastic volatility models for density forecasting and option pricing

Additional Metadata
Keywords	Stochastic Volatility Model Jump Diffusion Density Forecasting Option Pricing Monte Carlo GARCH LSV Probability Integral Transform
Thesis Advisor	Zaharieva, M.D.
Persistent URL	hdl.handle.net/2105/53497
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Grootscholten, J. (2020, November 13). Stochastic volatility models for density forecasting and option pricing. Econometrie. Retrieved from http://hdl.handle.net/2105/53497

Publication