Pages that link to "Item:Q3084598"

The following pages link to A CLOSED-FORM EXACT SOLUTION FOR PRICING VARIANCE SWAPS WITH STOCHASTIC VOLATILITY (Q3084598):

Displaying 12 items.

• Pricing variance swaps under stochastic volatility with an Ornstein-Uhlenbeck process (Q256762) (← links)
• Variance swap with mean reversion, multifactor stochastic volatility and jumps (Q319633) (← links)
• Pricing VIX options with stochastic volatility and random jumps (Q354668) (← links)
• Variance-optimal hedging for target volatility options (Q380555) (← links)
• A superconvergent partial differential equation approach to price variance swaps under regime switching models (Q507897) (← links)
• Pricing variance swaps under stochastic volatility and stochastic interest rate (Q671068) (← links)
• Model-independent hedging strategies for variance swaps (Q693029) (← links)
• A simplified analytical approach for pricing discretely-sampled variance swaps with stochastic volatility (Q712573) (← links)
• Pricing forward-start variance swaps with stochastic volatility (Q902796) (← links)
• Pricing variance swaps in a hybrid model of stochastic volatility and interest rate with regime-switching (Q1739344) (← links)
• A general framework for discretely sampled realized variance derivatives in stochastic volatility models with jumps (Q1754049) (← links)
• A closed-form expansion approach for pricing discretely monitored variance swaps (Q1785402) (← links)