Pages that link to "Item:Q2847239"
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The following pages link to Stochastic volatility models and the pricing of VIX options (Q2847239):
Displaying 5 items.
- Consistent time‐homogeneous modeling of SPX and VIX derivatives (Q6054430) (← links)
- VIX MODELING FOR A MARKET INSIDER (Q6182054) (← links)
- The mean-reverting 4/2 stochastic volatility model: properties and financial applications (Q6578150) (← links)
- The price-leverage covariation as a measure of the response of the leverage effect to price and volatility changes (Q6580717) (← links)
- Robust long-term growth rate of expected utility for leveraged ETFs (Q6655912) (← links)