The following pages link to Consistent variance curve models (Q854272):
Displaying 20 items.
- Pricing variance swaps under stochastic volatility with an Ornstein-Uhlenbeck process (Q256762) (← links)
- Probabilistic aspects of finance (Q373529) (← links)
- Representation of infinite-dimensional forward price models in commodity markets (Q403550) (← links)
- Optimal portfolios in commodity futures markets (Q468419) (← links)
- A remark on smooth solutions to a stochastic control problem with a power terminal cost function and stochastic volatilities (Q475326) (← links)
- Model-free CPPI (Q1994390) (← links)
- Infinite-dimensional polynomial processes (Q2022767) (← links)
- Arbitrage-free market models for option prices: the multi-strike case (Q2271718) (← links)
- Market-based estimation of stochastic volatility models (Q2347717) (← links)
- Asymptotic expansion formula of option price under multifactor Heston model (Q2398581) (← links)
- On a Heath-Jarrow-Morton approach for stock options (Q2516770) (← links)
- STOCHASTIC VOLATILITY MODELS AND THE PRICING OF VIX OPTIONS (Q2847239) (← links)
- Fast Ninomiya–Victoir calibration of the double-mean-reverting model (Q2871434) (← links)
- Volatility forecasts and at-the-money implied volatility: a multi-component ARCH approach and its relation to market models (Q2994857) (← links)
- FORWARD AND FUTURE IMPLIED VOLATILITY (Q3006611) (← links)
- ON PRICING CONTINGENT CLAIMS UNDER THE DOUBLE HESTON MODEL (Q3166710) (← links)
- Spectral methods for volatility derivatives (Q3182744) (← links)
- A CONSISTENT PRICING MODEL FOR INDEX OPTIONS AND VOLATILITY DERIVATIVES (Q4917298) (← links)
- Consistent time‐homogeneous modeling of SPX and VIX derivatives (Q6054430) (← links)
- Impact of rough stochastic volatility models on long-term life insurance pricing (Q6173889) (← links)
