Pages that link to "Item:Q354668"
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The following pages link to Pricing VIX options with stochastic volatility and random jumps (Q354668):
Displaying 11 items.
- Consistent pricing of VIX and equity derivatives with the \(4/2\) stochastic volatility plus jumps model (Q342905) (← links)
- Pricing bounds for volatility derivatives via duality and least squares Monte Carlo (Q1626511) (← links)
- Pricing VIX options in a 3/2 plus jumps model (Q1989867) (← links)
- Volatility swaps and volatility options on discretely sampled realized variance (Q1991924) (← links)
- Pricing VIX derivatives with free stochastic volatility model (Q2418425) (← links)
- The Impact of Jump Distributions on the Implied Volatility of Variance (Q2962130) (← links)
- Orthogonal expansions for VIX options under affine jump diffusions (Q4554474) (← links)
- Consistent Modelling of VIX and Equity Derivatives Using a 3/2 plus Jumps Model (Q4586033) (← links)
- STOCHASTIC VOLATILITY MODEL WITH CORRELATED JUMP SIZES AND INDEPENDENT ARRIVALS (Q5051922) (← links)
- PRICING AND HEDGING OF VIX OPTIONS FOR BARNDORFF-NIELSEN AND SHEPHARD MODELS (Q5210914) (← links)
- Pricing VIX derivatives using a stochastic volatility model with a flexible jump structure (Q6104960) (← links)