Pages that link to "Item:Q1936829"
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The following pages link to Asymptotic and exact pricing of options on variance (Q1936829):
Displaying 10 items.
- Pricing volatility derivatives under the modified constant elasticity of variance model (Q1785394) (← links)
- Root's barrier: construction, optimality and applications to variance options (Q1950255) (← links)
- Volatility swaps and volatility options on discretely sampled realized variance (Q1991924) (← links)
- Analytically pricing volatility swaps and volatility options with discrete sampling: nonlinear payoff volatility derivatives (Q2025470) (← links)
- ARBITRAGE BOUNDS FOR PRICES OF WEIGHTED VARIANCE SWAPS (Q2927953) (← links)
- Prices and Asymptotics for Discrete Variance Swaps (Q4585896) (← links)
- Saddlepoint Approximation Methods for Pricing Derivatives on Discrete Realized Variance (Q4585899) (← links)
- Pitfalls of the Fourier Transform Method in Affine Models, and Remedies (Q4682701) (← links)
- Pricing options on discrete realized variance with partially exact and bounded approximations (Q4683116) (← links)
- Approximate Pricing of Call Options on the Quadratic Variation in Lévy Models (Q4976502) (← links)
