Pages that link to "Item:Q5874583"
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The following pages link to On the Convexity Correction Approximation in Pricing Volatility Swaps and VIX Futures (Q5874583):
Displaying 6 items.
- Convexity adjustment for constant maturity swaps in a multi-curve framework (Q1621904) (← links)
- Convexity bias in the pricing of Eurodollar swaps (Q1851134) (← links)
- Edgeworth corrections for spot volatility estimator (Q2006760) (← links)
- Analytically pricing volatility swaps and volatility options with discrete sampling: nonlinear payoff volatility derivatives (Q2025470) (← links)
- Closed-form convexity and cross-convexity adjustments for Heston prices (Q5300440) (← links)
- Weak approximations and VIX option price expansions in forward variance curve models (Q6053109) (← links)