Pages that link to "Item:Q4682488"
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The following pages link to Pricing Exotic Discrete Variance Swaps under the 3/2-Stochastic Volatility Models (Q4682488):
Displaying 8 items.
- A superconvergent partial differential equation approach to price variance swaps under regime switching models (Q507897) (← links)
- Analytically pricing volatility swaps and volatility options with discrete sampling: nonlinear payoff volatility derivatives (Q2025470) (← links)
- Explicit solution simulation method for the 3/2 model (Q2080170) (← links)
- Closed-form pricing formulas for variance swaps in the Heston model with stochastic long-run mean of variance (Q2167364) (← links)
- Pricing variance swaps under subordinated Jacobi stochastic volatility models (Q2669408) (← links)
- Pricing timer options and variance derivatives with closed-form partial transform under the 3/2 model (Q4585682) (← links)
- Regression-based Monte Carlo methods for stochastic control models: variable annuities with lifelong guarantees (Q5001178) (← links)
- Efficient recursion-quadrature algorithms for pricing Asian options and variance derivatives under stochastic volatility and Lévy jumps (Q6556204) (← links)
