Pages that link to "Item:Q2164576"
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The following pages link to Pricing variance and volatility swaps with stochastic volatility, stochastic interest rate and regime switching (Q2164576):
Displaying 12 items.
- Pricing variance swaps in a hybrid model of stochastic volatility and interest rate with regime-switching (Q1739344) (← links)
- Variance and volatility swaps valuations with the stochastic liquidity risk (Q2068493) (← links)
- Advanced strategies of portfolio management in the Heston market model (Q2069087) (← links)
- Variance swaps under multiscale stochastic volatility of volatility (Q2671216) (← links)
- Valuation of European crude oil options with co-jump diffusions and stochastic interest rate (Q2698596) (← links)
- Pricing variance swaps with stochastic volatility under jump-diffusion (Q2876063) (← links)
- (Q3385796) (← links)
- Pricing derivatives in a regime switching market with time inhomogenous volatility (Q4685700) (← links)
- Pricing Quanto Equity Swaps in a Stochastic Interest Rate Economy (Q5312582) (← links)
- EQUILIBRIUM PRICE OF VARIANCE SWAPS UNDER STOCHASTIC VOLATILITY WITH LÉVY JUMPS AND STOCHASTIC INTEREST RATE (Q5384679) (← links)
- An analytic solution and an approximate solution for log-return variance swaps under double-mean-reverting volatility (Q6543168) (← links)
- On the pricing of capped volatility swaps using machine learning techniques (Q6657702) (← links)
