Pages that link to "Item:Q2068493"

The following pages link to Variance and volatility swaps valuations with the stochastic liquidity risk (Q2068493):

Displaying 3 items.

• Analytically pricing volatility swaps and volatility options with discrete sampling: nonlinear payoff volatility derivatives (Q2025470) (← links)
• An analytic solution and an approximate solution for log-return variance swaps under double-mean-reverting volatility (Q6543168) (← links)
• The valuation of American options with the stochastic liquidity risk and jump risk (Q6608229) (← links)