Pages that link to "Item:Q1670389"
From MaRDI portal
The following pages link to A scaled version of the double-mean-reverting model for VIX derivatives (Q1670389):
Displaying 3 items.
- Closed-form pricing formulas for variance swaps in the Heston model with stochastic long-run mean of variance (Q2167364) (← links)
- Variance swaps under multiscale stochastic volatility of volatility (Q2671216) (← links)
- A closed-form approximation formula for pricing European options under a three-factor model (Q5051203) (← links)
