Pages that link to "Item:Q2813077"
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The following pages link to Variance swaps on defaultable assets and market implied time-changes (Q2813077):
Displaying 12 items.
- Additive subordination and its applications in finance (Q309162) (← links)
- Variation and share-weighted variation swaps on time-changed Lévy processes (Q377448) (← links)
- A general framework for time-changed Markov processes and applications (Q1622827) (← links)
- Variance swaps on time-changed Lévy processes (Q1761447) (← links)
- Time-changed CIR default intensities with two-sided mean-reverting jumps (Q2448696) (← links)
- Multivariate subordination of Markov processes with financial applications (Q2831000) (← links)
- Static Replication of Forward-Start Claims and Realized Variance Swaps (Q3565101) (← links)
- Arithmetic variance swaps (Q4555097) (← links)
- Pricing Variance Swaps on Time-Changed Markov Processes (Q4999901) (← links)
- Equivalent measure changes for subordinate diffusions (Q5243380) (← links)
- A new interpretation and derivation of the Swaps index (Q6093679) (← links)
- Weighted variance swaps hedge against impermanent loss (Q6166206) (← links)