Pages that link to "Item:Q5697327"
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The following pages link to Stochastic volatility and the goodness-of-fit of the Heston model (Q5697327):
Displayed 4 items.
- Lookback options and dynamic fund protection under multiscale stochastic volatility (Q882460) (← links)
- Pricing forward-start variance swaps with stochastic volatility (Q902796) (← links)
- On the valuation of variance swaps with stochastic volatility (Q2250184) (← links)
- A CLOSED-FORM EXACT SOLUTION FOR PRICING VARIANCE SWAPS WITH STOCHASTIC VOLATILITY (Q3084598) (← links)