Pages that link to "Item:Q2020534"

The following pages link to Pricing of volatility derivatives in a Heston-CIR model with Markov-modulated jump diffusion (Q2020534):

Displaying 8 items.

• A complete Markovian stochastic volatility model in the HJM framework (Q1000522) (← links)
• Pure jump models for pricing and hedging VIX derivatives (Q1655664) (← links)
• A general framework for discretely sampled realized variance derivatives in stochastic volatility models with jumps (Q1754049) (← links)
• Heston-GA hybrid option pricing model based on ResNet50 (Q2088431) (← links)
• Markovian structure of the Volterra Heston model (Q2322574) (← links)
• Pricing and hedging catastrophe equity put options under a Markov-modulated jump diffusion model (Q2514669) (← links)
• Pricing VIX derivatives using a stochastic volatility model with a flexible jump structure (Q6104960) (← links)
• Pricing exchange options under hybrid stochastic volatility and interest rate models (Q6653510) (← links)