The following pages link to TARGET VOLATILITY OPTION PRICING (Q5389102):
Displayed 10 items.
- Valuation of asset and volatility derivatives using decoupled time-changed Lévy processes (Q315041) (← links)
- Variance-optimal hedging for target volatility options (Q380555) (← links)
- Numerical contour integral methods for free-boundary partial differential equations arising in American volatility options pricing (Q1726996) (← links)
- Analytic pricing of volatility-equity options within Wishart-based stochastic volatility models (Q1785445) (← links)
- Catastrophe equity put options with target variance (Q2374098) (← links)
- Pricing vulnerable fader options under stochastic volatility models (Q2691481) (← links)
- Volatility Targeting Using Delayed Diffusions (Q4562721) (← links)
- PRICING JOINT CLAIMS ON AN ASSET AND ITS REALIZED VARIANCE IN STOCHASTIC VOLATILITY MODELS (Q4916242) (← links)
- Target volatility option pricing in the lognormal fractional SABR model (Q5234360) (← links)
- On Carr and Lee’s Correlation Immunization Strategy (Q5382633) (← links)