Pages that link to "Item:Q902796"
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The following pages link to Pricing forward-start variance swaps with stochastic volatility (Q902796):
Displaying 16 items.
- An investigation of model risk in a market with jumps and stochastic volatility (Q323232) (← links)
- A simplified analytical approach for pricing discretely-sampled variance swaps with stochastic volatility (Q712573) (← links)
- Analytically pricing variance swaps in commodity derivative markets under stochastic convenience yields (Q2056999) (← links)
- Expressions of forward starting option price in Hull-White stochastic volatility model (Q2145694) (← links)
- Pricing weather derivatives with the market price of risk extracted from the utility indifference valuation (Q2192513) (← links)
- On the valuation of variance swaps with stochastic volatility (Q2250184) (← links)
- A closed-form pricing formula for variance swaps under MRG-Vasicek model (Q2322792) (← links)
- A new approach for option pricing under stochastic volatility (Q2425553) (← links)
- On the pricing of forward starting options in Heston's model on stochastic volatility (Q2488478) (← links)
- Pricing variance swaps with stochastic volatility under jump-diffusion (Q2876063) (← links)
- A simple closed-form formula for pricing discretely-sampled variance swaps under the Heston model (Q2929384) (← links)
- A CLOSED-FORM EXACT SOLUTION FOR PRICING VARIANCE SWAPS WITH STOCHASTIC VOLATILITY (Q3084598) (← links)
- Static Replication of Forward-Start Claims and Realized Variance Swaps (Q3565101) (← links)
- FORWARD START OPTIONS UNDER STOCHASTIC VOLATILITY AND STOCHASTIC INTEREST RATES (Q5324401) (← links)
- AN ANALYTICAL APPROACH FOR VARIANCE SWAPS WITH AN ORNSTEIN–UHLENBECK PROCESS (Q5370813) (← links)
- An analytic solution and an approximate solution for log-return variance swaps under double-mean-reverting volatility (Q6543168) (← links)
