Pages that link to "Item:Q5890133"
From MaRDI portal
The following pages link to VOLATILITY SWAPS VALUATION UNDER A MODIFIED RISK-NEUTRALIZED HESTON MODEL WITH A STOCHASTIC LONG-RUN VARIANCE LEVEL (Q5890133):
Displaying 4 items.
- Pricing and hedging of long dated variance swaps under a \(3/2\) volatility model (Q475659) (← links)
- A closed-form pricing formula for European options under a new stochastic volatility model with a stochastic long-term mean (Q829337) (← links)
- On volatility swaps for stock market forecast: application example CAC 40 French Index (Q1667389) (← links)
- Volatility swaps valuation under stochastic volatility with jumps and stochastic intensity (Q2009351) (← links)
