Pages that link to "Item:Q1682600"
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The following pages link to Analysis of variance based instruments for Ornstein-Uhlenbeck type models: swap and price index (Q1682600):
Displayed 18 items.
- On the implied market price of risk under the stochastic numéraire (Q1648909) (← links)
- On the inception of financial representative bubbles (Q1649053) (← links)
- Moments of the asset price for the Barndorff-Nielsen and Shephard model (Q1728116) (← links)
- Fractional Barndorff-Nielsen and Shephard model: applications in variance and volatility swaps, and hedging (Q2063058) (← links)
- Variance and volatility swaps valuations with the stochastic liquidity risk (Q2068493) (← links)
- Infinitesimal generators for two-dimensional Lévy process-driven hypothesis testing (Q2174174) (← links)
- Volatility and variance swap using superposition of the Barndorff-Nielsen and Shephard type Lévy processes (Q2278860) (← links)
- Double delayed feedback control of a nonlinear finance system (Q2296558) (← links)
- European option pricing under stochastic volatility jump-diffusion models with transaction cost (Q2308485) (← links)
- Barndorff-Nielsen and Shephard model: oil hedging with variance swap and option (Q2422168) (← links)
- Variance swaps, volatility swaps, hedging and bounds under multi-factor Heston stochastic volatility model (Q4986444) (← links)
- Sequential Hypothesis Testing in Machine Learning, and Crude Oil Price Jump Size Detection (Q4994675) (← links)
- THE VIX AND FUTURE INFORMATION (Q5061494) (← links)
- PRICING AND HEDGING OF VIX OPTIONS FOR BARNDORFF-NIELSEN AND SHEPHARD MODELS (Q5210914) (← links)
- VARIANCE AND VOLATILITY SWAPS UNDER A TWO-FACTOR STOCHASTIC VOLATILITY MODEL WITH REGIME SWITCHING (Q5384677) (← links)
- Analysis of stock index with a generalized BN-S model: an approach based on machine learning and fuzzy parameters (Q6049522) (← links)
- Jump‐robust testing of volatility functions in continuous time models (Q6059411) (← links)
- VIX MODELING FOR A MARKET INSIDER (Q6182054) (← links)
