Pages that link to "Item:Q4916242"
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The following pages link to PRICING JOINT CLAIMS ON AN ASSET AND ITS REALIZED VARIANCE IN STOCHASTIC VOLATILITY MODELS (Q4916242):
Displayed 3 items.
- Valuation of asset and volatility derivatives using decoupled time-changed Lévy processes (Q315041) (← links)
- Analytic pricing of volatility-equity options within Wishart-based stochastic volatility models (Q1785445) (← links)
- Target volatility option pricing in the lognormal fractional SABR model (Q5234360) (← links)