Pricing VIX derivatives with free stochastic volatility model (Q2418425): Difference between revisions

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+W2603921594
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+.06020
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+Post-'87 crash fears in the S\&P 500 futures option market
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+Consistent Modelling of VIX and Equity Derivatives Using a 3/2 plus Jumps Model
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+Symmetries and differential equations
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+The calculation of expectations for classes of diffusion processes by Lie symmetry methods
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+Options on realized variance by transform methods: a non-affine stochastic volatility model
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+STOCHASTIC VOLATILITY MODELS AND THE PRICING OF VIX OPTIONS
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+THE 4/2 STOCHASTIC VOLATILITY MODEL: A UNIFIED APPROACH FOR THE HESTON AND THE 3/2 MODEL
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+Large Sample Properties of Generalized Method of Moments Estimators
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+Pricing VIX options with stochastic volatility and random jumps
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+Consistent pricing of VIX and equity derivatives with the \(4/2\) stochastic volatility plus jumps model
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+Q4273954
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+The effects of asymmetric volatility and jumps on the pricing of VIX derivatives
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+Generalized method of moments specification testing
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