Pages that link to "Item:Q2671216"
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The following pages link to Variance swaps under multiscale stochastic volatility of volatility (Q2671216):
Displaying 11 items.
- Variation and share-weighted variation swaps on time-changed Lévy processes (Q377448) (← links)
- Pricing credit default swaps under a multi-scale stochastic volatility model (Q1620315) (← links)
- Stochastic elasticity of vol-of-vol and pricing of variance swaps (Q1998119) (← links)
- MULTI-ASSET STOCHASTIC LOCAL VARIANCE CONTRACTS (Q3069956) (← links)
- Volatility Investing with Variance Swaps (Q3112458) (← links)
- Static Replication of Forward-Start Claims and Realized Variance Swaps (Q3565101) (← links)
- Arithmetic variance swaps (Q4555097) (← links)
- GARCH and volatility swaps (Q4610268) (← links)
- COVARIANCE AND CORRELATION SWAPS FOR FINANCIAL MARKETS WITH MARKOV-MODULATED VOLATILITIES (Q5411990) (← links)
- VOLATILITY SWAPS VALUATION UNDER A MODIFIED RISK-NEUTRALIZED HESTON MODEL WITH A STOCHASTIC LONG-RUN VARIANCE LEVEL (Q5890133) (← links)
- A novel term-structure-based Heston model for implied volatility surface (Q6590577) (← links)