Pages that link to "Item:Q319633"
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The following pages link to Variance swap with mean reversion, multifactor stochastic volatility and jumps (Q319633):
Displaying 22 items.
- Robust non-zero-sum stochastic differential reinsurance game (Q320290) (← links)
- An explicitly solvable Heston model with stochastic interest rate (Q320946) (← links)
- Modeling and forecasting exchange rate volatility in time-frequency domain (Q322677) (← links)
- A practical finite difference method for the three-dimensional Black-Scholes equation (Q322864) (← links)
- An investigation of model risk in a market with jumps and stochastic volatility (Q323232) (← links)
- A unified approach to Bermudan and barrier options under stochastic volatility models with jumps (Q1655511) (← links)
- A general framework for discretely sampled realized variance derivatives in stochastic volatility models with jumps (Q1754049) (← links)
- Robust time-inconsistent stochastic control problems (Q1797115) (← links)
- Analytic solutions for variance swaps with double-mean-reverting volatility (Q2000317) (← links)
- Volatility swaps valuation under stochastic volatility with jumps and stochastic intensity (Q2009351) (← links)
- Efficient simulation of generalized SABR and stochastic local volatility models based on Markov chain approximations (Q2029925) (← links)
- Model risk in the over-the-counter market (Q2076856) (← links)
- Smiles \& smirks: volatility and leverage by jumps (Q2076900) (← links)
- Robust classical-impulse stochastic control problems in an infinite horizon (Q2084303) (← links)
- Pricing of variance swap rates and investment decisions of variance swaps: evidence from a three-factor model (Q2158056) (← links)
- Pricing variance swaps under subordinated Jacobi stochastic volatility models (Q2669408) (← links)
- Can negative interest rates really affect option pricing? Empirical evidence from an explicitly solvable stochastic volatility model (Q4555139) (← links)
- Variance swaps under the threshold Ornstein–Uhlenbeck model (Q4624950) (← links)
- EQUILIBRIUM PRICE OF VARIANCE SWAPS UNDER STOCHASTIC VOLATILITY WITH LÉVY JUMPS AND STOCHASTIC INTEREST RATE (Q5384679) (← links)
- VOLATILITY SWAPS VALUATION UNDER A MODIFIED RISK-NEUTRALIZED HESTON MODEL WITH A STOCHASTIC LONG-RUN VARIANCE LEVEL (Q5890133) (← links)
- Valuation of guaranteed minimum maturity benefits under mean reversion and jump models with surrender risk (Q6126076) (← links)
- Variance swaps with mean reversion and multi-factor variance (Q6554616) (← links)
