Pages that link to "Item:Q3100749"
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The following pages link to PRICING OPTIONS ON VARIANCE IN AFFINE STOCHASTIC VOLATILITY MODELS (Q3100749):
Displayed 6 items.
- Pricing VIX options with stochastic volatility and random jumps (Q354668) (← links)
- Pricing variance swaps for stochastic volatilities with delay and jumps (Q538918) (← links)
- Asymptotic and exact pricing of options on variance (Q1936829) (← links)
- Root's barrier: construction, optimality and applications to variance options (Q1950255) (← links)
- BESSEL PROCESSES, STOCHASTIC VOLATILITY, AND TIMER OPTIONS (Q2788692) (← links)
- RECURSIVE ALGORITHMS FOR PRICING DISCRETE VARIANCE OPTIONS AND VOLATILITY SWAPS UNDER TIME-CHANGED LÉVY PROCESSES (Q2800053) (← links)