Pages that link to "Item:Q1785402"
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The following pages link to A closed-form expansion approach for pricing discretely monitored variance swaps (Q1785402):
Displaying 4 items.
- A new delta expansion for multivariate diffusions via the Itô-Taylor expansion (Q1740295) (← links)
- A general framework for discretely sampled realized variance derivatives in stochastic volatility models with jumps (Q1754049) (← links)
- Transition density function expansion methods for portfolio optimization (Q6585828) (← links)
- The Leverage Effect Puzzle under Semi-nonparametric Stochastic Volatility Models (Q6626222) (← links)
