Pages that link to "Item:Q342905"
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The following pages link to Consistent pricing of VIX and equity derivatives with the \(4/2\) stochastic volatility plus jumps model (Q342905):
Displayed 5 items.
- Pricing VIX derivatives with free stochastic volatility model (Q2418425) (← links)
- EQUILIBRIUM PRICE OF VARIANCE SWAPS UNDER STOCHASTIC VOLATILITY WITH LÉVY JUMPS AND STOCHASTIC INTEREST RATE (Q5384679) (← links)
- Optimal DC pension investment with square-root factor processes under stochastic income and inflation risks (Q6092937) (← links)
- Utility maximization in a stochastic affine interest rate and CIR risk premium framework: a BSDE approach (Q6098178) (← links)
- A multivariate 4/2 stochastic covariance model: properties and applications to portfolio decisions (Q6158415) (← links)