Pages that link to "Item:Q744402"
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The following pages link to New solvable stochastic volatility models for pricing volatility derivatives (Q744402):
Displaying 10 items.
- The \(\alpha\)-hypergeometric stochastic volatility model (Q265650) (← links)
- A superconvergent partial differential equation approach to price variance swaps under regime switching models (Q507897) (← links)
- Stochastic elasticity of vol-of-vol and pricing of variance swaps (Q1998119) (← links)
- Lie symmetry methods for local volatility models (Q2175338) (← links)
- HIGH ORDER SPLITTING METHODS FOR FORWARD PDEs AND PIDEs (Q2947344) (← links)
- Pricing timer options and variance derivatives with closed-form partial transform under the 3/2 model (Q4585682) (← links)
- Pricing Exotic Discrete Variance Swaps under the 3/2-Stochastic Volatility Models (Q4682488) (← links)
- LSV models with stochastic interest rates and correlated jumps (Q4976326) (← links)
- Modelling stochastic skew of FX options using SLV models with stochastic spot/vol correlation and correlated jumps (Q5373914) (← links)
- Strong approximation of a two-factor stochastic volatility model under local Lipschitz condition (Q6123187) (← links)
