Pages that link to "Item:Q3375397"

The following pages link to Valuation of volatility derivatives as an inverse problem (Q3375397):

Displaying 19 items.

• Numerical solution of two asset jump diffusion models for option valuation (Q928833) (← links)
• Estimating the Hurst parameter from short term volatility swaps: a Malliavin calculus approach (Q1739059) (← links)
• Optimal investment with derivatives and pricing in an incomplete market (Q2291996) (← links)
• EXACT PRICING WITH STOCHASTIC VOLATILITY AND JUMPS (Q2786345) (← links)
• PRICING OPTIONS ON VARIANCE IN AFFINE STOCHASTIC VOLATILITY MODELS (Q3100749) (← links)
• Spectral methods for volatility derivatives (Q3182744) (← links)
• Pricing and hedging contingent claims using variance and higher order moment swaps (Q4555095) (← links)
• Arithmetic variance swaps (Q4555097) (← links)
• Extreme-Strike Comparisons and Structural Bounds for SPX and VIX Options (Q4579824) (← links)
• Analysis of VIX Markets with a Time-Spread Portfolio (Q4585683) (← links)
• Implied Filtering Densities on the Hidden State of Stochastic Volatility (Q4586317) (← links)
• Implied integrated variance and hedging (Q4683083) (← links)
• On the Difference Between the Volatility Swap Strike and the Zero Vanna Implied Volatility (Q4958389) (← links)
• Approximate Pricing of Call Options on the Quadratic Variation in Lévy Models (Q4976502) (← links)
• Non-parametric pricing of long-dated volatility derivatives under stochastic interest rates (Q5001185) (← links)
• On Carr and Lee’s Correlation Immunization Strategy (Q5382633) (← links)
• TARGET VOLATILITY OPTION PRICING (Q5389102) (← links)
• Options on realized variance by transform methods: a non-affine stochastic volatility model (Q5745637) (← links)
• Pricing swaps and options on quadratic variation under stochastic time change models -- discrete observations case (Q5962135) (← links)