The following pages link to Sanae Rujivan (Q712572):
Displayed 19 items.
- A simplified analytical approach for pricing discretely-sampled variance swaps with stochastic volatility (Q712573) (← links)
- A closed-form formula for the conditional moments of the extended CIR process (Q896797) (← links)
- Analytically pricing volatility swaps and volatility options with discrete sampling: nonlinear payoff volatility derivatives (Q2025470) (← links)
- Analytically pricing variance swaps in commodity derivative markets under stochastic convenience yields (Q2056999) (← links)
- Analytical formula for conditional expectations of path-dependent product of polynomial and exponential functions of extended Cox-Ingersoll-Ross process (Q2071035) (← links)
- Valuation of volatility derivatives with time-varying volatility: an analytical probabilistic approach using a mixture distribution for pricing nonlinear payoff volatility derivatives in discrete observation case (Q2088813) (← links)
- A closed-form formula for pricing variance swaps on commodities (Q2360087) (← links)
- Closed-form formula for conditional moments of generalized nonlinear drift CEV process (Q2671852) (← links)
- A SIMPLE CLOSED-FORM FORMULA FOR PRICING DISCRETELY-SAMPLED VARIANCE SWAPS UNDER THE HESTON MODEL (Q2929384) (← links)
- (Q3451318) (← links)
- (Q3540306) (← links)
- (Q4581788) (← links)
- (Q5040907) (← links)
- (Q5080606) (← links)
- AN ANALYTICAL OPTION PRICING FORMULA FOR MEAN-REVERTING ASSET WITH TIME-DEPENDENT PARAMETER (Q5158753) (← links)
- (Q5301587) (← links)
- (Q5346679) (← links)
- A NOVEL ANALYTICAL APPROACH FOR PRICING DISCRETELY SAMPLED GAMMA SWAPS IN THE HESTON MODEL (Q5369443) (← links)
- (Q5450644) (← links)