Pages that link to "Item:Q5962135"

The following pages link to Pricing swaps and options on quadratic variation under stochastic time change models -- discrete observations case (Q5962135):

Displayed 7 items.

• Pricing and hedging of long dated variance swaps under a \(3/2\) volatility model (Q475659) ‎ (← links)
• New solvable stochastic volatility models for pricing volatility derivatives (Q744402) ‎ (← links)
• Pricing average options under time-changed Lévy processes (Q2447509) ‎ (← links)
• Risk adjustments of option prices under time-changed dynamics (Q2879017) ‎ (← links)
• CLOSED FORM PRICING FORMULAS FOR DISCRETELY SAMPLED GENERALIZED VARIANCE SWAPS (Q2927954) ‎ (← links)
• EXACT SIMULATION OF THE 3/2 MODEL (Q3166709) ‎ (← links)
• Pricing variance and volatility swaps in a stochastic volatility model with regime switching: discrete observations case (Q5397411) ‎ (← links)