Pages that link to "Item:Q4372006"
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The following pages link to Option and Futures Evaluation With Deterministic Volatilities<sup>1</sup> (Q4372006):
Displaying 23 items.
- Realized volatility forecasting and option pricing (Q299252) (← links)
- Understanding dynamic mean variance asset allocation (Q323338) (← links)
- Valuation of commodity derivatives with an unobservable convenience yield (Q342244) (← links)
- A tractable yield-curve model that guarantees positive interest rates (Q375261) (← links)
- Evaluating volatility forecasts in option pricing in the context of a simulated options market (Q957226) (← links)
- Integrated dynamic models for hedging international portfolio risks (Q2183309) (← links)
- Identifying the volatility of underlying assets from option prices (Q2709875) (← links)
- On the role of state variables in interest rates models (Q2744950) (← links)
- (Q3385407) (← links)
- A multi-factor jump-diffusion model for commodities† (Q3498564) (← links)
- FOREIGN EXCHANGE OPTIONS UNDER STOCHASTIC VOLATILITY AND STOCHASTIC INTEREST RATES (Q3520339) (← links)
- VOLATILITY SMILE CONSISTENT OPTION MODELS: A SURVEY (Q3523580) (← links)
- IT'S YOUR CHOICE: A UNIFIED APPROACH TO CHOOSER OPTIONS (Q3560085) (← links)
- Pricing a class of exotic commodity options in a multi-factor jump-diffusion model (Q3605222) (← links)
- VALUING THE FUTURES-MARKET PERFORMANCE GUARANTEE (Q4233488) (← links)
- Valuation and hedging of contingent claims in the HJM model with deterministic volatilities (Q4342181) (← links)
- Lognormality of rates and term structure models (Q4487014) (← links)
- A systematic approach to pricing and hedging international derivatives with interest rate risk: analysis of international derivatives under stochastic interest rates (Q4541534) (← links)
- Pricing stock and bond derivatives with a multi-factor Gaussian model (Q4541564) (← links)
- Yield Curve Smoothing and Residual Variance of Fixed Income Positions (Q4561934) (← links)
- Hedging quantos, differential swaps and ratios (Q4845146) (← links)
- (Q4902818) (← links)
- Crypto quanto and inverse options (Q6187362) (← links)