On VIX futures in the rough Bergomi model (Q4554409): Difference between revisions

@@ Property / cites work @@
+Q3331506
@@ Property / cites work: Q3331506 / rank @@
+Normal rank
@@ Property / cites work @@
+On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility
+Normal rank
@@ Property / cites work @@
+Q3996272
@@ Property / cites work: Q3996272 / rank @@
+Normal rank
@@ Property / cites work @@
+Hybrid scheme for Brownian semistationary processes
+Normal rank
@@ Property / cites work @@
+Q3992980
@@ Property / cites work: Q3992980 / rank @@
+Normal rank
@@ Property / cites work @@
+Long memory continuous time models
@@ Property / cites work: Long memory continuous time models / rank @@
+Normal rank
@@ Property / cites work @@
+Quelques applications de la formule de changement de variables pour les semimartingales
+Normal rank
@@ Property / cites work @@
+The log-normal approximation in financial and other computations
+Normal rank
@@ Property / cites work @@
+Asymptotic analysis for stochastic volatility: martingale expansion
+Normal rank
@@ Property / cites work @@
+Arbitrage-free SVI volatility surfaces
@@ Property / cites work: Arbitrage-free SVI volatility surfaces / rank @@
+Normal rank
@@ Property / cites work @@
+Q5689624
@@ Property / cites work: Q5689624 / rank @@
+Normal rank
@@ Property / cites work @@
+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
+Normal rank