Pages that link to "Item:Q4585899"
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The following pages link to Saddlepoint Approximation Methods for Pricing Derivatives on Discrete Realized Variance (Q4585899):
Displayed 7 items.
- Volatility swaps and volatility options on discretely sampled realized variance (Q1991924) (← links)
- Stochastic elasticity of vol-of-vol and pricing of variance swaps (Q1998119) (← links)
- RECURSIVE ALGORITHMS FOR PRICING DISCRETE VARIANCE OPTIONS AND VOLATILITY SWAPS UNDER TIME-CHANGED LÉVY PROCESSES (Q2800053) (← links)
- Pricing options on discrete realized variance with partially exact and bounded approximations (Q4683116) (← links)
- Approximate Pricing of Call Options on the Quadratic Variation in Lévy Models (Q4976502) (← links)
- Saddlepoint approximations to tail expectations under non-Gaussian base distributions: option pricing applications (Q5861401) (← links)
- PRICING AND HEDGING OF VIX DERIVATIVES IN MODIFIED STOCHASTIC MODELS (Q6082074) (← links)