Pages that link to "Item:Q469575"
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The following pages link to Variance trading and market price of variance risk (Q469575):
Displayed 8 items.
- Dynamic risk exposures in hedge funds (Q1927132) (← links)
- The complete Gaussian kernel in the multi-factor Heston model: option pricing and implied volatility applications (Q2030533) (← links)
- A general property for time aggregation (Q2030709) (← links)
- Estimation of tail risk and moments using option prices with a novel pricing model under a distorted lognormal distribution (Q2193302) (← links)
- Modeling the Variance Risk Premium of Equity Indices: The Role of Dependence and Contagion (Q2813080) (← links)
- Arithmetic variance swaps (Q4555097) (← links)
- Informative option portfolios in filter design for option pricing models (Q5014228) (← links)
- Variance swaps valuation under non-affine GARCH models and their diffusion limits (Q5234288) (← links)