Pages that link to "Item:Q3100994"
From MaRDI portal
The following pages link to HEDGING (CO)VARIANCE RISK WITH VARIANCE SWAPS (Q3100994):
Displayed 6 items.
- Explicit solutions to quadratic BSDEs and applications to utility maximization in multivariate affine stochastic volatility models (Q404585) (← links)
- Affine processes on positive semidefinite matrices (Q535197) (← links)
- Pricing range notes within Wishart affine models (Q2513635) (← links)
- The Explicit Laplace Transform for the Wishart Process (Q2923426) (← links)
- THE WISHART SHORT RATE MODEL (Q4909141) (← links)
- Risk premiums in a simple market model for implied volatility (Q5397415) (← links)