Pages that link to "Item:Q3084598"
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The following pages link to A CLOSED-FORM EXACT SOLUTION FOR PRICING VARIANCE SWAPS WITH STOCHASTIC VOLATILITY (Q3084598):
Displayed 22 items.
- Pricing variance swaps under stochastic volatility with an Ornstein-Uhlenbeck process (Q256762) (← links)
- Variance swap with mean reversion, multifactor stochastic volatility and jumps (Q319633) (← links)
- Pricing VIX options with stochastic volatility and random jumps (Q354668) (← links)
- Variance-optimal hedging for target volatility options (Q380555) (← links)
- A superconvergent partial differential equation approach to price variance swaps under regime switching models (Q507897) (← links)
- Pricing variance swaps for stochastic volatilities with delay and jumps (Q538918) (← links)
- Model-independent hedging strategies for variance swaps (Q693029) (← links)
- A simplified analytical approach for pricing discretely-sampled variance swaps with stochastic volatility (Q712573) (← links)
- Pricing forward-start variance swaps with stochastic volatility (Q902796) (← links)
- A general framework for discretely sampled realized variance derivatives in stochastic volatility models with jumps (Q1754049) (← links)
- A closed-form expansion approach for pricing discretely monitored variance swaps (Q1785402) (← links)
- Volatility swaps and volatility options on discretely sampled realized variance (Q1991924) (← links)
- Solution of the fractional Black-Scholes option pricing model by finite difference method (Q2015204) (← links)
- On the valuation of variance swaps with stochastic volatility (Q2250184) (← links)
- Analytically pricing volatility swaps under stochastic volatility (Q2351082) (← links)
- A closed-form formula for pricing variance swaps on commodities (Q2360087) (← links)
- Catastrophe equity put options with target variance (Q2374098) (← links)
- Analytic solution for ratchet guaranteed minimum death benefit options under a variety of mortality laws (Q2513613) (← links)
- RECURSIVE ALGORITHMS FOR PRICING DISCRETE VARIANCE OPTIONS AND VOLATILITY SWAPS UNDER TIME-CHANGED LÉVY PROCESSES (Q2800053) (← links)
- Prices and Asymptotics for Discrete Variance Swaps (Q4585896) (← links)
- Saddlepoint Approximation Methods for Pricing Derivatives on Discrete Realized Variance (Q4585899) (← links)
- AN ANALYTICAL APPROACH FOR VARIANCE SWAPS WITH AN ORNSTEIN–UHLENBECK PROCESS (Q5370813) (← links)