A closed-form formula for pricing variance swaps on commodities (Q2360087): Difference between revisions

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+A CLOSED-FORM EXACT SOLUTION FOR PRICING VARIANCE SWAPS WITH STOCHASTIC VOLATILITY
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+Q2771113
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+Pricing volatility derivatives under the modified constant elasticity of variance model
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+An efficient control variate method for pricing variance derivatives
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+A simplified analytical approach for pricing discretely-sampled variance swaps with stochastic volatility
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+Pricing variance swaps under a stochastic interest rate and volatility model with regime-switching
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+CLOSED FORM PRICING FORMULAS FOR DISCRETELY SAMPLED GENERALIZED VARIANCE SWAPS
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