Pages that link to "Item:Q2418425"
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The following pages link to Pricing VIX derivatives with free stochastic volatility model (Q2418425):
Displaying 6 items.
- Consistent pricing of VIX and equity derivatives with the \(4/2\) stochastic volatility plus jumps model (Q342905) (← links)
- Pure jump models for pricing and hedging VIX derivatives (Q1655664) (← links)
- Model-free stochastic collocation for an arbitrage-free implied volatility. I. (Q2292062) (← links)
- Arbitrage-free SVI volatility surfaces (Q2879012) (← links)
- The effects of asymmetric volatility and jumps on the pricing of VIX derivatives (Q5964763) (← links)
- Pricing VIX derivatives using a stochastic volatility model with a flexible jump structure (Q6104960) (← links)