Pages that link to "Item:Q2068493"
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The following pages link to Variance and volatility swaps valuations with the stochastic liquidity risk (Q2068493):
Displaying 6 items.
- Analytically pricing volatility swaps and volatility options with discrete sampling: nonlinear payoff volatility derivatives (Q2025470) (← links)
- Variance swaps under multiscale stochastic volatility of volatility (Q2671216) (← links)
- Volatility Investing with Variance Swaps (Q3112458) (← links)
- GARCH and volatility swaps (Q4610268) (← links)
- An analytic solution and an approximate solution for log-return variance swaps under double-mean-reverting volatility (Q6543168) (← links)
- The valuation of American options with the stochastic liquidity risk and jump risk (Q6608229) (← links)