Pages that link to "Item:Q4672757"
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The following pages link to On the pricing and hedging of volatility derivatives (Q4672757):
Displayed 7 items.
- Matched asymptotic expansions in financial engineering (Q2501093) (← links)
- VARIANCE TERM STRUCTURE AND VIX FUTURES PRICING (Q3444867) (← links)
- Pricing Volatility Swaps Under Heston's Stochastic Volatility Model with Regime Switching (Q3445890) (← links)
- ON THE ASYMPTOTICS OF FAST MEAN-REVERSION STOCHASTIC VOLATILITY MODELS (Q3502980) (← links)
- Inference in Lévy-type stochastic volatility models (Q3590750) (← links)
- On the pricing and hedging of volatility derivatives (Q4672757) (← links)
- Valuing Volatility and Variance Swaps for a Non‐Gaussian Ornstein–Uhlenbeck Stochastic Volatility Model (Q5459531) (← links)