Pages that link to "Item:Q2488490"
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The following pages link to Pricing options on realized variance (Q2488490):
Displayed 49 items.
- Consistent pricing of VIX and equity derivatives with the \(4/2\) stochastic volatility plus jumps model (Q342905) (← links)
- Variation and share-weighted variation swaps on time-changed Lévy processes (Q377448) (← links)
- Implied and realized volatility: empirical model selection (Q470518) (← links)
- Pricing and hedging of long dated variance swaps under a \(3/2\) volatility model (Q475659) (← links)
- International market links and volatility transmission (Q528027) (← links)
- An efficient control variate method for pricing variance derivatives (Q711233) (← links)
- Variance swaps on time-changed Lévy processes (Q1761447) (← links)
- Using pseudo-parabolic and fractional equations for option pricing in jump diffusion models (Q1930397) (← links)
- Asymptotic and exact pricing of options on variance (Q1936829) (← links)
- Volatility swaps and volatility options on discretely sampled realized variance (Q1991924) (← links)
- Pricing of volatility derivatives in a Heston-CIR model with Markov-modulated jump diffusion (Q2020534) (← links)
- Asymptotics for volatility derivatives in multi-factor rough volatility models (Q2037765) (← links)
- Quadratic variation, models, applications and lessons (Q2170296) (← links)
- Optimal investment with derivatives and pricing in an incomplete market (Q2291996) (← links)
- Equilibrium asset and option pricing under jump-diffusion model with stochastic volatility (Q2319098) (← links)
- A high-low based omnibus test for symmetry, the Lévy property, and other hypotheses on intraday returns (Q2430251) (← links)
- Hedging variance options on continuous semimartingales (Q2430256) (← links)
- Jump telegraph processes and financial markets with memory (Q2478418) (← links)
- Classes of Infinitely Divisible Distributions and Examples (Q2807247) (← links)
- STOCHASTIC VOLATILITY MODELS AND THE PRICING OF VIX OPTIONS (Q2847239) (← links)
- Options on realized variance and convex orders (Q2866381) (← links)
- Swap rate variance swaps (Q2893208) (← links)
- Monte Carlo acceleration method for pricing variance derivatives under stochastic volatility models with jump diffusion (Q2931944) (← links)
- The Impact of Jump Distributions on the Implied Volatility of Variance (Q2962130) (← links)
- Sato Processes in Default Modelling (Q3063871) (← links)
- VOLATILITY DERIVATIVES IN MARKET MODELS WITH JUMPS (Q3107936) (← links)
- Sato processes and the valuation of structured products (Q3182646) (← links)
- Pricing Volatility Swaps Under Heston's Stochastic Volatility Model with Regime Switching (Q3445890) (← links)
- TERM STRUCTURES OF IMPLIED VOLATILITIES: ABSENCE OF ARBITRAGE AND EXISTENCE RESULTS (Q3502126) (← links)
- INFERENCE FOR THE JUMP PART OF QUADRATIC VARIATION OF ITÔ SEMIMARTINGALES (Q3557544) (← links)
- Static Replication of Forward-Start Claims and Realized Variance Swaps (Q3565101) (← links)
- THE EFFECT OF JUMPS AND DISCRETE SAMPLING ON VOLATILITY AND VARIANCE SWAPS (Q3621561) (← links)
- Orthogonal expansions for VIX options under affine jump diffusions (Q4554474) (← links)
- Saddlepoint Approximation Methods for Pricing Derivatives on Discrete Realized Variance (Q4585899) (← links)
- Consistent Modelling of VIX and Equity Derivatives Using a 3/2 plus Jumps Model (Q4586033) (← links)
- SIMPLE PROCESSES AND THE PRICING AND HEDGING OF CLIQUETS (Q4906520) (← links)
- A CONSISTENT PRICING MODEL FOR INDEX OPTIONS AND VOLATILITY DERIVATIVES (Q4917298) (← links)
- Approximate Pricing of Call Options on the Quadratic Variation in Lévy Models (Q4976502) (← links)
- Rough volatility and CGMY jumps with a finite history and the Rough Heston model – small-time asymptotics in the regime (Q5014187) (← links)
- Risk Neutral Jump Arrival Rates Implied in Option Prices and Their Models (Q5075238) (← links)
- HEDGING EUROPEAN DERIVATIVES WITH THE POLYNOMIAL VARIANCE SWAP UNDER UNCERTAIN VOLATILITY ENVIRONMENTS (Q5198954) (← links)
- COVARIANCE AND CORRELATION SWAPS FOR FINANCIAL MARKETS WITH MARKOV-MODULATED VOLATILITIES (Q5411990) (← links)
- Indifference Pricing and Hedging for Volatility Derivatives (Q5459528) (← links)
- Valuing Volatility and Variance Swaps for a Non‐Gaussian Ornstein–Uhlenbeck Stochastic Volatility Model (Q5459531) (← links)
- Simulation of Tempered Stable Lévy Bridges and Its Applications (Q5740225) (← links)
- Options on realized variance by transform methods: a non-affine stochastic volatility model (Q5745637) (← links)
- Pricing swaps and options on quadratic variation under stochastic time change models -- discrete observations case (Q5962135) (← links)
- Robust willow tree method under Lévy processes (Q6098950) (← links)
- Distributed energy resources flexibility as volumetric options on electricity (Q6187722) (← links)