Pages that link to "Item:Q1785402"

The following pages link to A closed-form expansion approach for pricing discretely monitored variance swaps (Q1785402):

Displaying 2 items.

• A new delta expansion for multivariate diffusions via the Itô-Taylor expansion (Q1740295) (← links)
• A general framework for discretely sampled realized variance derivatives in stochastic volatility models with jumps (Q1754049) (← links)