Pages that link to "Item:Q2847239"

The following pages link to STOCHASTIC VOLATILITY MODELS AND THE PRICING OF VIX OPTIONS (Q2847239):

Displaying 19 items.

• Mean-square convergence of the BDF2-Maruyama and backward Euler schemes for SDE satisfying a global monotonicity condition (Q512843) (← links)
• Exact and approximate solutions for options with time-dependent stochastic volatility (Q1630713) (← links)
• Explicit approximations for nonlinear switching diffusion systems in finite and infinite horizons (Q1643167) (← links)
• Pure jump models for pricing and hedging VIX derivatives (Q1655664) (← links)
• Pricing VIX options in a 3/2 plus jumps model (Q1989867) (← links)
• Explicit solution simulation method for the 3/2 model (Q2080170) (← links)
• Well-posedness and tamed schemes for McKean-Vlasov equations with common noise (Q2094568) (← links)
• Bias-optimal vol-of-vol estimation: the role of window overlapping (Q2145695) (← links)
• Lie symmetry methods for local volatility models (Q2175338) (← links)
• Probability density function of SDEs with unbounded and path-dependent drift coefficient (Q2196367) (← links)
• On the pricing formula for the perpetual American volatility option under the mean-reverting processes (Q2233615) (← links)
• Pricing VIX options with stochastic skew and asymmetric jumps (Q2307815) (← links)
• Parametric inference for discretely observed subordinate diffusions (Q2417988) (← links)
• Pricing VIX derivatives with free stochastic volatility model (Q2418425) (← links)
• Stochastic C-stability and B-consistency of explicit and implicit Euler-type schemes (Q2629249) (← links)
• Fast maximum likelihood estimation of parameters for square root and Bessel processes (Q2700562) (← links)
• The Alpha‐Heston stochastic volatility model (Q6054369) (← links)
• Consistent time‐homogeneous modeling of SPX and VIX derivatives (Q6054430) (← links)
• VIX MODELING FOR A MARKET INSIDER (Q6182054) (← links)