Pages that link to "Item:Q2288922"

The following pages link to Closed-form variance swap prices under general affine GARCH models and their continuous-time limits (Q2288922):

Displayed 7 items.

• Option pricing with conditional GARCH models (Q2028829) ‎ (← links)
• Variance and volatility swaps valuations with the stochastic liquidity risk (Q2068493) ‎ (← links)
• Model risk in the over-the-counter market (Q2076856) ‎ (← links)
• A Markov chain approximation scheme for option pricing under skew diffusions (Q4991088) ‎ (← links)
• Expected Utility Theory on General Affine GARCH Models (Q5041836) ‎ (← links)
• EQUILIBRIUM PRICE OF VARIANCE SWAPS UNDER STOCHASTIC VOLATILITY WITH LÉVY JUMPS AND STOCHASTIC INTEREST RATE (Q5384679) ‎ (← links)
• Volatility GARCH models with the ordered weighted average (OWA) operators (Q6086276) ‎ (← links)