Pages that link to "Item:Q1655664"
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The following pages link to Pure jump models for pricing and hedging VIX derivatives (Q1655664):
Displaying 8 items.
- A censored Ornstein-Uhlenbeck process for rainfall modeling and derivatives pricing (Q2068453) (← links)
- Parametric inference for discretely observed subordinate diffusions (Q2417988) (← links)
- Pricing variance swaps under subordinated Jacobi stochastic volatility models (Q2669408) (← links)
- Markov chain approximation of one-dimensional sticky diffusions (Q5022266) (← links)
- PRICING AND HEDGING OF VIX OPTIONS FOR BARNDORFF-NIELSEN AND SHEPHARD MODELS (Q5210914) (← links)
- Equivalent measure changes for subordinate diffusions (Q5243380) (← links)
- Data-driven hedging of stock index options via deep learning (Q6047693) (← links)
- A general method for analysis and valuation of drawdown risk (Q6111436) (← links)