Pages that link to "Item:Q609838"
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The following pages link to Consistent modeling of S\&P 500 and VIX derivatives (Q609838):
Displaying 10 items.
- Pricing VIX options with stochastic volatility and random jumps (Q354668) (← links)
- A remark on Lin and Chang's paper `consistent modeling of S\&P 500 and VIX derivatives' (Q419485) (← links)
- Rejoinder to a remark on Lin and Chang's paper `Consistent modeling of S\&P 500 and VIX derivatives' (Q419488) (← links)
- Equilibrium variance risk premium in a cost-free production economy (Q1624128) (← links)
- VIX forecast under different volatility specifications (Q1627811) (← links)
- Pure jump models for pricing and hedging VIX derivatives (Q1655664) (← links)
- Numerical contour integral methods for free-boundary partial differential equations arising in American volatility options pricing (Q1726996) (← links)
- Pricing VXX option with default risk and positive volatility skew (Q1927010) (← links)
- Pricing European and American options with two stochastic factors: a highly efficient radial basis function approach (Q1994245) (← links)
- Consistent time‐homogeneous modeling of SPX and VIX derivatives (Q6054430) (← links)
