PRICING OPTIONS ON VARIANCE IN AFFINE STOCHASTIC VOLATILITY MODELS (Q3100749): Difference between revisions

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+W1554683342
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+Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
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+Valuing Volatility and Variance Swaps for a Non‐Gaussian Ornstein–Uhlenbeck Stochastic Volatility Model
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+THE EFFECT OF JUMPS AND DISCRETE SAMPLING ON VOLATILITY AND VARIANCE SWAPS
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+MEAN–VARIANCE HEDGING AND OPTIMAL INVESTMENT IN HESTON'S MODEL WITH CORRELATION
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+Affine processes and applications in finance
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+Valuation of volatility derivatives as an inverse problem
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+Option Pricing in Stochastic Volatility Models of the Ornstein‐Uhlenbeck type
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+Q4486401
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+Q4937701
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+Mixed characteristic homological theorems in low degrees.
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+Moment swaps
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