The following pages link to (Q2771113):
Displayed 35 items.
- Testing for jumps when asset prices are observed with noise -- a ``swap variance'' approach (Q295396) (← links)
- Price discovery in the U.S. stock and stock options markets: a portfolio approach (Q375529) (← links)
- The herd behavior index: a new measure for the implied degree of co-movement in stock markets (Q414600) (← links)
- Variance dynamics: joint evidence from options and high-frequency returns (Q737284) (← links)
- Predictability and unpredictability in financial markets (Q992162) (← links)
- A scaled version of the double-mean-reverting model for VIX derivatives (Q1670389) (← links)
- General lower bounds on convex functionals of aggregate sums (Q2015660) (← links)
- Quadratic variation, models, applications and lessons (Q2170296) (← links)
- Minimal \(\mathcal{L}^p \)-densities with prescribed marginals (Q2214260) (← links)
- Additive logistic processes in option pricing (Q2238772) (← links)
- On the valuation of variance swaps with stochastic volatility (Q2250184) (← links)
- Local volatility dynamic models (Q2271723) (← links)
- Calculating the index of volatility in inhomogeneous Levy models (Q2287149) (← links)
- A martingale approach for fractional Brownian motions and related path dependent PDEs (Q2299585) (← links)
- A closed-form formula for pricing variance swaps on commodities (Q2360087) (← links)
- Bounds for VIX futures given S{\&}P 500 smiles (Q2364530) (← links)
- Option pricing with Legendre polynomials (Q2628349) (← links)
- On the utility maximization of the discrepancy between a perceived and market implied risk neutral distribution (Q2672147) (← links)
- An operator splitting method for multi-asset options with the Feynman-Kac formula (Q2693555) (← links)
- Volatility Investing with Variance Swaps (Q3112458) (← links)
- Ordered random vectors and equality in distribution (Q4576795) (← links)
- Optimal investment-consumption-insurance with random parameters (Q4576957) (← links)
- Deterministic implied volatility models (Q4646768) (← links)
- Stochastic modelling of herd behaviour indices (Q4683112) (← links)
- A UNIFIED MARKET MODEL FOR SWAPTIONS AND CONSTANT MATURITY SWAPS (Q5010079) (← links)
- Static Replication of European Multi-Asset Options with Homogeneous Payoff (Q5103915) (← links)
- Technical Note—Options Portfolio Selection (Q5130505) (← links)
- PRICING TIMER OPTIONS: SECOND-ORDER MULTISCALE STOCHASTIC VOLATILITY ASYMPTOTICS (Q5158756) (← links)
- Filtering Response Directions (Q5162853) (← links)
- Model-Free Price Bounds Under Dynamic Option Trading (Q5162858) (← links)
- On Carr and Lee’s Correlation Immunization Strategy (Q5382633) (← links)
- HEDGING WITH ENERGY (Q5455260) (← links)
- Leveraged funds: robust replication and performance evaluation (Q6053126) (← links)
- Static replication of impermanent loss for concentrated liquidity provision in decentralised markets (Q6106520) (← links)
- Short Communication: A Primer on Perpetuals (Q6159073) (← links)