Pages that link to "Item:Q5146449"
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The following pages link to The valuation of variance swaps under stochastic volatility, stochastic interest rate and full correlation structure (Q5146449):
Displaying 4 items.
- Stochastic pricing formulation for hybrid equity warrants (Q2129745) (← links)
- EQUILIBRIUM PRICE OF VARIANCE SWAPS UNDER STOCHASTIC VOLATILITY WITH LÉVY JUMPS AND STOCHASTIC INTEREST RATE (Q5384679) (← links)
- VOLATILITY SWAPS VALUATION UNDER A MODIFIED RISK-NEUTRALIZED HESTON MODEL WITH A STOCHASTIC LONG-RUN VARIANCE LEVEL (Q5890133) (← links)
- An analytic solution and an approximate solution for log-return variance swaps under double-mean-reverting volatility (Q6543168) (← links)
