Pages that link to "Item:Q3643591"
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The following pages link to THE VARIANCE SWAP CONTRACT UNDER THE CEV PROCESS (Q3643591):
Displaying 3 items.
- Valuation of volatility derivatives with time-varying volatility: an analytical probabilistic approach using a mixture distribution for pricing nonlinear payoff volatility derivatives in discrete observation case (Q2088813) (← links)
- A path-independent approach to integrated variance under the CEV model (Q2228592) (← links)
- ASYMPTOTIC APPROXIMATIONS FOR PRICING DERIVATIVES UNDER MEAN-REVERTING PROCESSES (Q2816960) (← links)
