Pages that link to "Item:Q1630429"
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The following pages link to Option pricing under fast-varying and rough stochastic volatility (Q1630429):
Displaying 13 items.
- Asymptotic and exact pricing of options on variance (Q1936829) (← links)
- Pricing of spread and exchange options in a rough jump-diffusion market (Q2088861) (← links)
- Pricing vulnerable options under a jump-diffusion model with fast mean-reverting stochastic volatility (Q2673416) (← links)
- (Q4218375) (← links)
- Buy rough, sell smooth (Q4991027) (← links)
- Pricing under rough volatility (Q5001177) (← links)
- Optimal Hedging Under Fast-Varying Stochastic Volatility (Q5112725) (← links)
- (Q5702120) (← links)
- Option pricing under fast‐varying long‐memory stochastic volatility (Q5743117) (← links)
- Reconstructing volatility: Pricing of index options under rough volatility (Q6054443) (← links)
- A martingale method for option pricing under a CEV-based fast-varying fractional stochastic volatility model (Q6080411) (← links)
- A GMM approach to estimate the roughness of stochastic volatility (Q6108276) (← links)
- On the spectral density of fractional Ornstein-Uhlenbeck processes (Q6664662) (← links)