Pricing variance swaps under hybrid CEV and stochastic volatility (Q2222171): Difference between revisions
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Latest revision as of 13:25, 17 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing variance swaps under hybrid CEV and stochastic volatility |
scientific article |
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Pricing variance swaps under hybrid CEV and stochastic volatility (English)
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3 February 2021
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asymptotic analysis
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Black-Scholes
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calibration
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SVCEV
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Heston
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variance swap
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