Pages that link to "Item:Q475659"
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The following pages link to Pricing and hedging of long dated variance swaps under a \(3/2\) volatility model (Q475659):
Displaying 5 items.
- Pricing volatility derivatives under the modified constant elasticity of variance model (Q1785394) (← links)
- Discretely sampled variance and volatility swaps versus their continuous approximations (Q1945043) (← links)
- Explicit solution simulation method for the 3/2 model (Q2080170) (← links)
- Pricing timer options and variance derivatives with closed-form partial transform under the 3/2 model (Q4585682) (← links)
- Pricing Exotic Discrete Variance Swaps under the 3/2-Stochastic Volatility Models (Q4682488) (← links)
