Pages that link to "Item:Q3182744"
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The following pages link to Spectral methods for volatility derivatives (Q3182744):
Displaying 7 items.
- A remark on Lin and Chang's paper `consistent modeling of S\&P 500 and VIX derivatives' (Q419485) (← links)
- STOCHASTIC VOLATILITY MODELS AND THE PRICING OF VIX OPTIONS (Q2847239) (← links)
- Swap rate variance swaps (Q2893208) (← links)
- KERNEL CONVERGENCE ESTIMATES FOR DIFFUSIONS WITH CONTINUOUS COEFFICIENTS (Q3107928) (← links)
- VOLATILITY DERIVATIVES IN MARKET MODELS WITH JUMPS (Q3107936) (← links)
- A backward Monte Carlo approach to exotic option pricing (Q4575277) (← links)
- Options on realized variance by transform methods: a non-affine stochastic volatility model (Q5745637) (← links)
