Pages that link to "Item:Q5964763"
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The following pages link to The effects of asymmetric volatility and jumps on the pricing of VIX derivatives (Q5964763):
Displaying 5 items.
- Optimal portfolios when variances and covariances can jump (Q1655780) (← links)
- VIX derivatives, hedging and vol-of-vol risk (Q2286994) (← links)
- Pricing VIX options with stochastic skew and asymmetric jumps (Q2307815) (← links)
- Pricing VIX derivatives with free stochastic volatility model (Q2418425) (← links)
- Variable Annuities with VIX-Linked Fee Structure under a Heston-Type Stochastic Volatility Model (Q5379238) (← links)
