Implied integrated variance and hedging (Q4683083): Difference between revisions

@@ Property / cites work @@
+Pricing and hedging derivative securities in markets with uncertain volatilities
+Normal rank
@@ Property / cites work @@
+A Theory of the Term Structure of Interest Rates
@@ Property / cites work: A Theory of the Term Structure of Interest Rates / rank @@
+Normal rank
@@ Property / cites work @@
+An affine property of the reciprocal Asian option process
+Normal rank
@@ Property / cites work @@
+Two singular diffusion problems
@@ Property / cites work: Two singular diffusion problems / rank @@
+Normal rank
@@ Property / cites work @@
+Valuation of volatility derivatives as an inverse problem
+Normal rank
@@ Property / cites work @@
+Monte Carlo sampling methods using Markov chains and their applications
+Normal rank
@@ Property / cites work @@
+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
+Normal rank
@@ Property / cites work @@
+Q3374309
@@ Property / cites work: Q3374309 / rank @@
+Normal rank
@@ Property / cites work @@
+Bayesian analysis of stochastic volatility models with fat-tails and correlated errors
+Normal rank
@@ Property / cites work @@
+Tail of the distribution of sums of log-normal variates
+Normal rank
@@ Property / cites work @@
+Statistical and computational inverse problems.
@@ Property / cites work: Statistical and computational inverse problems. / rank @@
+Normal rank
@@ Property / cites work @@
+Linear integral equations
@@ Property / cites work: Linear integral equations / rank @@
+Normal rank
@@ Property / cites work @@
+Equation of State Calculations by Fast Computing Machines
+Normal rank
@@ Property / cites work @@
+OPTION HEDGING AND IMPLIED VOLATILITIES IN A STOCHASTIC VOLATILITY MODEL
+Normal rank
@@ Property / cites work @@
+Contingent Claims and Market Completeness in a Stochastic Volatility Model
+Normal rank
@@ Property / cites work @@
+On the Distribution Function and Moments of Power Sums With Log-Normal Components
+Normal rank