Pages that link to "Item:Q256762"
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The following pages link to Pricing variance swaps under stochastic volatility with an Ornstein-Uhlenbeck process (Q256762):
Displaying 3 items.
- Pricing variance swaps under subordinated Jacobi stochastic volatility models (Q2669408) (← links)
- AN ANALYTICAL APPROACH FOR VARIANCE SWAPS WITH AN ORNSTEIN–UHLENBECK PROCESS (Q5370813) (← links)
- EQUILIBRIUM PRICE OF VARIANCE SWAPS UNDER STOCHASTIC VOLATILITY WITH LÉVY JUMPS AND STOCHASTIC INTEREST RATE (Q5384679) (← links)
