Pages that link to "Item:Q4683116"
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The following pages link to Pricing options on discrete realized variance with partially exact and bounded approximations (Q4683116):
Displaying 4 items.
- A variational approach for pricing options and corporate bounds (Q1367716) (← links)
- Asymptotic and exact pricing of options on variance (Q1936829) (← links)
- Option pricing based on hybrid GARCH-type models with improved ensemble empirical mode decomposition (Q5026530) (← links)
- Efficient recursion-quadrature algorithms for pricing Asian options and variance derivatives under stochastic volatility and Lévy jumps (Q6556204) (← links)
