Pages that link to "Item:Q256762"
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The following pages link to Pricing variance swaps under stochastic volatility with an Ornstein-Uhlenbeck process (Q256762):
Displaying 8 items.
- Variation and share-weighted variation swaps on time-changed Lévy processes (Q377448) (← links)
- Analysis of variance based instruments for Ornstein-Uhlenbeck type models: swap and price index (Q1682600) (← links)
- Pricing variance swaps under subordinated Jacobi stochastic volatility models (Q2669408) (← links)
- Pricing variance swaps with stochastic volatility under jump-diffusion (Q2876063) (← links)
- (Q3385796) (← links)
- Pricing and hedging contingent claims using variance and higher order moment swaps (Q4555095) (← links)
- AN ANALYTICAL APPROACH FOR VARIANCE SWAPS WITH AN ORNSTEIN–UHLENBECK PROCESS (Q5370813) (← links)
- EQUILIBRIUM PRICE OF VARIANCE SWAPS UNDER STOCHASTIC VOLATILITY WITH LÉVY JUMPS AND STOCHASTIC INTEREST RATE (Q5384679) (← links)