Valuation of asset and volatility derivatives using decoupled time-changed Lévy processes (Q315041): Difference between revisions

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+Processes of normal inverse Gaussian type
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+Wishart processes
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+Continuous Time Wishart Process for Stochastic Risk
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+Processes that can be embedded in Brownian motion
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+Complications with stochastic volatility models
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+PRICING JOINT CLAIMS ON AN ASSET AND ITS REALIZED VARIANCE IN STOCHASTIC VOLATILITY MODELS
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+CLOSED FORM PRICING FORMULAS FOR DISCRETELY SAMPLED GENERALIZED VARIANCE SWAPS
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