Pages that link to "Item:Q1927010"
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The following pages link to Pricing VXX option with default risk and positive volatility skew (Q1927010):
Displaying 9 items.
- Pricing and risk management of interest rate swaps (Q257234) (← links)
- On moment non-explosions for Wishart-based stochastic volatility models (Q323428) (← links)
- Option pricing and hedging in incomplete market driven by normal tempered stable process with stochastic volatility (Q465438) (← links)
- Universal recurrence algorithm for computing Nuttall, generalized Marcum and incomplete Toronto functions and moments of a noncentral \(\chi^{2}\) random variable (Q1681278) (← links)
- The risk premium that never was: a fair value explanation of the volatility spread (Q1754048) (← links)
- A general framework for discretely sampled realized variance derivatives in stochastic volatility models with jumps (Q1754049) (← links)
- VIX derivatives, hedging and vol-of-vol risk (Q2286994) (← links)
- Regime-switching stochastic volatility model: estimation and calibration to VIX options (Q4610208) (← links)
- VIX VERSUS VXX: A JOINT ANALYTICAL FRAMEWORK (Q5147999) (← links)
