Pages that link to "Item:Q1030860"
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The following pages link to Pricing realized variance options using integrated stochastic variance options in the heston stochastic volatility model (Q1030860):
Displaying 3 items.
- Development of computational algorithms for evaluating option prices associated with square-root volatility processes (Q1041306) (← links)
- A realized volatility approach to option pricing with continuous and jump variance components (Q2292059) (← links)
- Options on realized variance by transform methods: a non-affine stochastic volatility model (Q5745637) (← links)