Pages that link to "Item:Q538918"
From MaRDI portal
The following pages link to Pricing variance swaps for stochastic volatilities with delay and jumps (Q538918):
Displaying 5 items.
- A BSDE with delayed generator approach to pricing under counterparty risk and collateralization (Q507677) (← links)
- A simplified analytical approach for pricing discretely-sampled variance swaps with stochastic volatility (Q712573) (← links)
- Analytically pricing volatility swaps and volatility options with discrete sampling: nonlinear payoff volatility derivatives (Q2025470) (← links)
- Time-delayed stochastic volatility model (Q2077847) (← links)
- Analytically pricing volatility swaps under stochastic volatility (Q2351082) (← links)
