Pages that link to "Item:Q4642732"
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The following pages link to On American VIX options under the generalized 3/2 and 1/2 models (Q4642732):
Displaying 9 items.
- The early exercise boundary under the jump to default extended CEV model (Q781553) (← links)
- Calibration to FX triangles of the 4/2 model under the benchmark approach (Q2145688) (← links)
- On the pricing formula for the perpetual American volatility option under the mean-reverting processes (Q2233615) (← links)
- Semi-nonparametric approximation and index options (Q2292040) (← links)
- Pricing VIX options with stochastic skew and asymmetric jumps (Q2307815) (← links)
- Stochastic volatility models and the pricing of VIX options (Q2847239) (← links)
- Recombining Tree Approximations for Optimal Stopping for Diffusions (Q4579835) (← links)
- PRICING AND HEDGING OF VIX OPTIONS FOR BARNDORFF-NIELSEN AND SHEPHARD MODELS (Q5210914) (← links)
- Foreign exchange option pricing under the 4/2 stochastic volatility model with CIR interest rates. (Q6541106) (← links)