Modeling Variance Risk Premium (Q4609756): Difference between revisions

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+https://doi.org/10.1007/978-3-319-50234-2_11
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+W2776642971
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+Malliavin differentiability of the Heston volatility and applications to option pricing
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+A new approach for option pricing under stochastic volatility
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+A Time Series Approach to Option Pricing
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+MALLIAVIN CALCULUS AND ANTICIPATIVE ITÔ FORMULAE FOR LÉVY PROCESSES
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+Q5754578
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+Conditional Heteroskedasticity in Asset Returns: A New Approach
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+The Malliavin Calculus and Related Topics
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+Malliavin's calculus and stochastic integral representations of functional of diffusion processes<sup>†</sup>
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+Publication:4609756