Pages that link to "Item:Q712573"
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The following pages link to A simplified analytical approach for pricing discretely-sampled variance swaps with stochastic volatility (Q712573):
Displayed 3 items.
- Pricing and risk management of interest rate swaps (Q257234) (← links)
- A CLOSED-FORM PRICING FORMULA FOR VARIANCE SWAPS WITH MEAN-REVERTING GAUSSIAN VOLATILITY (Q2925697) (← links)
- A SIMPLE CLOSED-FORM FORMULA FOR PRICING DISCRETELY-SAMPLED VARIANCE SWAPS UNDER THE HESTON MODEL (Q2929384) (← links)