Q5146449 (Q5146449): Difference between revisions

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+Prices and Asymptotics for Discrete Variance Swaps
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+Q5528042
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+Interest rate models -- theory and practice. With smile, inflation and credit
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+Pricing variance swaps under stochastic volatility and stochastic interest rate
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+Q4226822
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+A Theory of the Term Structure of Interest Rates
@@ Property / cites work: A Theory of the Term Structure of Interest Rates / rank @@
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+Transform Analysis and Asset Pricing for Affine Jump-diffusions
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+Pricing variance and volatility swaps in a stochastic volatility model with regime switching: discrete observations case
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+On the Heston Model with Stochastic Interest Rates
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+The affine Heston model with correlated Gaussian interest rates for pricing hybrid derivatives
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+Extension of stochastic volatility equity models with the Hull–White interest rate process
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+Q5187617
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+Pricing inflation products with stochastic volatility and stochastic interest rates
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