Spectral methods for volatility derivatives (Q3182744): Difference between revisions

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+An Algorithm for Computing Reducing Subspaces by Block Diagonalization
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+The Pricing of Options and Corporate Liabilities
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+Consistent variance curve models
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+Numerical Considerations in Computing Invariant Subspaces
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+Valuation of volatility derivatives as an inverse problem
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+On the pricing and hedging of volatility derivatives
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+The Variance Gamma Process and Option Pricing
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+Moment swaps
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