Pages that link to "Item:Q712573"

The following pages link to A simplified analytical approach for pricing discretely-sampled variance swaps with stochastic volatility (Q712573):

Displaying 3 items.

• Pricing and risk management of interest rate swaps (Q257234) (← links)
• A superconvergent partial differential equation approach to price variance swaps under regime switching models (Q507897) (← links)
• Pricing variance swaps in a hybrid model of stochastic volatility and interest rate with regime-switching (Q1739344) (← links)