Pages that link to "Item:Q1936829"

The following pages link to Asymptotic and exact pricing of options on variance (Q1936829):

Displaying 22 items.

• Asymptotic option pricing under the CEV diffusion (Q615913) (← links)
• Uniform asymptotic expansions for pricing European options (Q816972) (← links)
• Pricing realized variance options using integrated stochastic variance options in the heston stochastic volatility model (Q1030860) (← links)
• Semiparametric bounds of mean and variance for exotic options (Q1042983) (← links)
• A variational approach for pricing options and corporate bounds (Q1367716) (← links)
• Pricing volatility derivatives under the modified constant elasticity of variance model (Q1785394) (← links)
• Root's barrier: construction, optimality and applications to variance options (Q1950255) (← links)
• Volatility swaps and volatility options on discretely sampled realized variance (Q1991924) (← links)
• Analytically pricing volatility swaps and volatility options with discrete sampling: nonlinear payoff volatility derivatives (Q2025470) (← links)
• A realized volatility approach to option pricing with continuous and jump variance components (Q2292059) (← links)
• Pricing options on realized variance (Q2488490) (← links)
• Arbitrage bounds for prices of weighted variance swaps (Q2927953) (← links)
• Asymptotic Formulas with Error Estimates for Call Pricing Functions and the Implied Volatility at Extreme Strikes (Q3055866) (← links)
• Small-Time Asymptotics of Option Prices and First Absolute Moments (Q3108470) (← links)
• Asymptotics of riskless profit under selling of discrete time call options (Q4425014) (← links)
• Prices and Asymptotics for Discrete Variance Swaps (Q4585896) (← links)
• Saddlepoint Approximation Methods for Pricing Derivatives on Discrete Realized Variance (Q4585899) (← links)
• (Q4667173) (← links)
• Pitfalls of the Fourier Transform Method in Affine Models, and Remedies (Q4682701) (← links)
• Pricing options on discrete realized variance with partially exact and bounded approximations (Q4683116) (← links)
• Approximate Pricing of Call Options on the Quadratic Variation in Lévy Models (Q4976502) (← links)
• A note on the option price and ‘Mass at zero in the uncorrelated SABR model and implied volatility asymptotics’ (Q5014241) (← links)