Pages that link to "Item:Q1997863"
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The following pages link to Pricing generalized variance swaps under the Heston model with stochastic interest rates (Q1997863):
Displaying 7 items.
- Pricing variance swaps under stochastic volatility and stochastic interest rate (Q671068) (← links)
- Closed-form pricing formulas for variance swaps in the Heston model with stochastic long-run mean of variance (Q2167364) (← links)
- An extension of Heston's SV model to stochastic interest rates (Q2423541) (← links)
- Swap rate variance swaps (Q2893208) (← links)
- Pricing and hedging contingent claims using variance and higher order moment swaps (Q4555095) (← links)
- A NOVEL ANALYTICAL APPROACH FOR PRICING DISCRETELY SAMPLED GAMMA SWAPS IN THE HESTON MODEL (Q5369443) (← links)
- An analytic solution and an approximate solution for log-return variance swaps under double-mean-reverting volatility (Q6543168) (← links)
