Pages that link to "Item:Q2422168"

The following pages link to Barndorff-Nielsen and Shephard model: oil hedging with variance swap and option (Q2422168):

Displayed 8 items.

• 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)
• On solutions of a partial integro-differential equation in Bessel potential spaces with applications in option pricing models (Q2227316) ‎ (← links)
• European option pricing under stochastic volatility jump-diffusion models with transaction cost (Q2308485) ‎ (← 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)
• Asymptotics for multifactor Volterra type stochastic volatility models (Q6087161) ‎ (← links)