Pages that link to "Item:Q4624950"

The following pages link to Variance swaps under the threshold Ornstein–Uhlenbeck model (Q4624950):

Displaying 2 items.

• EQUILIBRIUM PRICE OF VARIANCE SWAPS UNDER STOCHASTIC VOLATILITY WITH LÉVY JUMPS AND STOCHASTIC INTEREST RATE (Q5384679) (← links)
• Drift Estimation of the Threshold Ornstein-Uhlenbeck Process From Continuous and Discrete Observations (Q6185131) (← links)