THE EFFECT OF JUMPS AND DISCRETE SAMPLING ON VOLATILITY AND VARIANCE SWAPS (Q3621561): Difference between revisions

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+The Valuation of Volatility Options
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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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+Stochastic Volatility With an Ornstein–Uhlenbeck Process: An Extension
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+Pricing Stock Options in a Jump-Diffusion Model with Stochastic Volatility and Interest Rates: Applications of Fourier Inversion Methods
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+Stock Price Distributions with Stochastic Volatility: An Analytic Approach
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