A CONSISTENT PRICING MODEL FOR INDEX OPTIONS AND VOLATILITY DERIVATIVES (Q4917298): Difference between revisions

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+Estimating the degree of activity of jumps in high frequency data
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+THE EFFECT OF JUMPS AND DISCRETE SAMPLING ON VOLATILITY AND VARIANCE SWAPS
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+Consistent variance curve models
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+Pricing options on realized variance
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+Nonparametric tests for pathwise properties of semimartingales
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+Financial Modelling with Jump Processes
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+Transform Analysis and Asset Pricing for Affine Jump-diffusions
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+Do price and volatility jump together?
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+A Jump-Diffusion Model for Option Pricing
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+Q4937701
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