Pages that link to "Item:Q1739344"
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The following pages link to Pricing variance swaps in a hybrid model of stochastic volatility and interest rate with regime-switching (Q1739344):
Displayed 4 items.
- Short maturity conditional Asian options in local volatility models (Q2175467) (← links)
- Finite-horizon general insolvency risk measures in a regime-switching Sparre Andersen model (Q2218860) (← links)
- Pricing variance swaps under hybrid CEV and stochastic volatility (Q2222171) (← links)
- VOLATILITY SWAPS VALUATION UNDER A MODIFIED RISK-NEUTRALIZED HESTON MODEL WITH A STOCHASTIC LONG-RUN VARIANCE LEVEL (Q5890133) (← links)