Pages that link to "Item:Q5234288"
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The following pages link to Variance swaps valuation under non-affine GARCH models and their diffusion limits (Q5234288):
Displaying 4 items.
- Efficient simulation of generalized SABR and stochastic local volatility models based on Markov chain approximations (Q2029925) (← links)
- Variance and volatility swaps valuations with the stochastic liquidity risk (Q2068493) (← links)
- Option valuation with IG-GARCH model and a U-shaped pricing kernel (Q2153632) (← links)
- A Markov chain approximation scheme for option pricing under skew diffusions (Q4991088) (← links)
