Pages that link to "Item:Q1785394"

The following pages link to Pricing volatility derivatives under the modified constant elasticity of variance model (Q1785394):

Displaying 8 items.

• Pricing and hedging of long dated variance swaps under a \(3/2\) volatility model (Q475659) (← links)
• Stochastic elasticity of vol-of-vol and pricing of variance swaps (Q1998119) (← links)
• Volatility and volatility-linked derivatives: estimation, modeling, and pricing (Q2292042) (← links)
• A closed-form formula for pricing variance swaps on commodities (Q2360087) (← links)
• Pricing volatility index option in constant elasticity of variance model (Q3307067) (← links)
• CONSTANT ELASTICITY OF VARIANCE OPTION PRICING MODEL WITH TIME-DEPENDENT PARAMETERS (Q4528082) (← links)
• OPTION PRICING USING STOCHASTIC VOLATILITY MODEL UNDER FOURIER TRANSFORM OF NONLINEAR DIFFERENTIAL EQUATION (Q5070767) (← links)
• Empirical Performance of the Constant Elasticity Variance Option Pricing Model (Q5139466) (← links)