Pages that link to "Item:Q2278860"
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The following pages link to Volatility and variance swap using superposition of the Barndorff-Nielsen and Shephard type Lévy processes (Q2278860):
Displaying 4 items.
- Variation and share-weighted variation swaps on time-changed Lévy processes (Q377448) (← links)
- Fractional Barndorff-Nielsen and Shephard model: applications in variance and volatility swaps, and hedging (Q2063058) (← links)
- Barndorff-Nielsen and Shephard model: oil hedging with variance swap and option (Q2422168) (← links)
- Sequential Hypothesis Testing in Machine Learning, and Crude Oil Price Jump Size Detection (Q4994675) (← links)