Pages that link to "Item:Q5411986"
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The following pages link to VOLATILITY DERIVATIVES AND MODEL-FREE IMPLIED LEVERAGE (Q5411986):
Displayed 5 items.
- Estimating the Hurst parameter from short term volatility swaps: a Malliavin calculus approach (Q1739059) (← links)
- Moment generating functions and normalized implied volatilities: unification and extension via Fukasawa’s pricing formula (Q4554443) (← links)
- Volatility has to be rough (Q5014164) (← links)
- Exponentiation of conditional expectations under stochastic volatility (Q5215433) (← links)
- Weighted variance swaps hedge against impermanent loss (Q6166206) (← links)