Pages that link to "Item:Q2707034"

The following pages link to The Valuation of Volatility Options (Q2707034):

Displaying 8 items.

• Pricing VIX options with stochastic volatility and random jumps (Q354668) (← links)
• Liquidity risk, price impacts and the replication problem (Q483927) (← links)
• An efficient control variate method for pricing variance derivatives (Q711233) (← links)
• Pricing bounds for volatility derivatives via duality and least squares Monte Carlo (Q1626511) (← links)
• Speculative futures trading under mean reversion (Q1627723) (← links)
• Pure jump models for pricing and hedging VIX derivatives (Q1655664) (← links)
• The effects of asymmetric volatility and jumps on the pricing of VIX derivatives (Q5964763) (← links)
• Log-normal stochastic volatility model with quadratic drift (Q6492032) (← links)