Pages that link to "Item:Q3084598"

The following pages link to A CLOSED-FORM EXACT SOLUTION FOR PRICING VARIANCE SWAPS WITH STOCHASTIC VOLATILITY (Q3084598):

Displaying 50 items.

• Pricing variance swaps under stochastic volatility with an Ornstein-Uhlenbeck process (Q256762) (← links)
• Variance swap with mean reversion, multifactor stochastic volatility and jumps (Q319633) (← links)
• Pricing VIX options with stochastic volatility and random jumps (Q354668) (← links)
• Variance-optimal hedging for target volatility options (Q380555) (← links)
• A superconvergent partial differential equation approach to price variance swaps under regime switching models (Q507897) (← links)
• Pricing variance swaps for stochastic volatilities with delay and jumps (Q538918) (← links)
• Pricing variance swaps under stochastic volatility and stochastic interest rate (Q671068) (← links)
• Model-independent hedging strategies for variance swaps (Q693029) (← links)
• A simplified analytical approach for pricing discretely-sampled variance swaps with stochastic volatility (Q712573) (← links)
• Pricing forward-start variance swaps with stochastic volatility (Q902796) (← links)
• Pricing variance swaps in a hybrid model of stochastic volatility and interest rate with regime-switching (Q1739344) (← links)
• A general framework for discretely sampled realized variance derivatives in stochastic volatility models with jumps (Q1754049) (← links)
• A closed-form expansion approach for pricing discretely monitored variance swaps (Q1785402) (← links)
• Volatility swaps and volatility options on discretely sampled realized variance (Q1991924) (← links)
• Pricing generalized variance swaps under the Heston model with stochastic interest rates (Q1997863) (← links)
• Stochastic elasticity of vol-of-vol and pricing of variance swaps (Q1998119) (← links)
• Analytic solutions for variance swaps with double-mean-reverting volatility (Q2000317) (← links)
• Volatility swaps valuation under stochastic volatility with jumps and stochastic intensity (Q2009351) (← links)
• Solution of the fractional Black-Scholes option pricing model by finite difference method (Q2015204) (← links)
• Pricing of volatility derivatives in a Heston-CIR model with Markov-modulated jump diffusion (Q2020534) (← links)
• Analytically pricing volatility swaps and volatility options with discrete sampling: nonlinear payoff volatility derivatives (Q2025470) (← links)
• Variance and volatility swaps valuations with the stochastic liquidity risk (Q2068493) (← links)
• Pricing variance and volatility swaps with stochastic volatility, stochastic interest rate and regime switching (Q2164576) (← links)
• Closed-form pricing formulas for variance swaps in the Heston model with stochastic long-run mean of variance (Q2167364) (← links)
• A series-form solution for pricing variance and volatility swaps with stochastic volatility and stochastic interest rate (Q2202993) (← links)
• Pricing variance swaps under hybrid CEV and stochastic volatility (Q2222171) (← links)
• A path-independent approach to integrated variance under the CEV model (Q2228592) (← links)
• On the valuation of variance swaps with stochastic volatility (Q2250184) (← links)
• Closed-form variance swap prices under general affine GARCH models and their continuous-time limits (Q2288922) (← links)
• A closed-form pricing formula for variance swaps under MRG-Vasicek model (Q2322792) (← links)
• Analytically pricing volatility swaps under stochastic volatility (Q2351082) (← links)
• A closed-form formula for pricing variance swaps on commodities (Q2360087) (← links)
• Catastrophe equity put options with target variance (Q2374098) (← links)
• Analytic solution for ratchet guaranteed minimum death benefit options under a variety of mortality laws (Q2513613) (← links)
• Variance swap pricing under Markov-modulated jump-diffusion model (Q2657462) (← links)
• Pricing variance swaps under subordinated Jacobi stochastic volatility models (Q2669408) (← links)
• Variance swaps under multiscale stochastic volatility of volatility (Q2671216) (← links)
• Valuation of European crude oil options with co-jump diffusions and stochastic interest rate (Q2698596) (← links)
• RECURSIVE ALGORITHMS FOR PRICING DISCRETE VARIANCE OPTIONS AND VOLATILITY SWAPS UNDER TIME-CHANGED LÉVY PROCESSES (Q2800053) (← links)
• Prices and Asymptotics for Discrete Variance Swaps (Q4585896) (← links)
• Saddlepoint Approximation Methods for Pricing Derivatives on Discrete Realized Variance (Q4585899) (← links)
• Variance swaps under the threshold Ornstein–Uhlenbeck model (Q4624950) (← links)
• (Q5040907) (← links)
• PRICING VARIANCE SWAPS UNDER DOUBLE HESTON STOCHASTIC VOLATILITY MODEL WITH STOCHASTIC INTEREST RATE (Q5051186) (← links)
• Continuous time mean–variance–utility portfolio problem and its equilibrium strategy (Q5057975) (← links)
• MULTIVARIATE DISTRIBUTIONS FOR FINANCIAL RETURNS (Q5148008) (← links)
• Variance swaps valuation under non-affine GARCH models and their diffusion limits (Q5234288) (← links)
• AN ANALYTICAL APPROACH FOR VARIANCE SWAPS WITH AN ORNSTEIN–UHLENBECK PROCESS (Q5370813) (← links)
• VARIANCE AND VOLATILITY SWAPS UNDER A TWO-FACTOR STOCHASTIC VOLATILITY MODEL WITH REGIME SWITCHING (Q5384677) (← links)
• EQUILIBRIUM PRICE OF VARIANCE SWAPS UNDER STOCHASTIC VOLATILITY WITH LÉVY JUMPS AND STOCHASTIC INTEREST RATE (Q5384679) (← links)