Pages that link to "Item:Q2288922"
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The following pages link to Closed-form variance swap prices under general affine GARCH models and their continuous-time limits (Q2288922):
Displaying 9 items.
- Option pricing with conditional GARCH models (Q2028829) (← links)
- Variance and volatility swaps valuations with the stochastic liquidity risk (Q2068493) (← links)
- Model risk in the over-the-counter market (Q2076856) (← links)
- A Markov chain approximation scheme for option pricing under skew diffusions (Q4991088) (← links)
- Expected Utility Theory on General Affine GARCH Models (Q5041836) (← links)
- EQUILIBRIUM PRICE OF VARIANCE SWAPS UNDER STOCHASTIC VOLATILITY WITH LÉVY JUMPS AND STOCHASTIC INTEREST RATE (Q5384679) (← links)
- Volatility GARCH models with the ordered weighted average (OWA) operators (Q6086276) (← links)
- An analytic solution and an approximate solution for log-return variance swaps under double-mean-reverting volatility (Q6543168) (← links)
- Optimal consumption and investment in general affine GARCH models (Q6617073) (← links)
