Pages that link to "Item:Q2857276"
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The following pages link to Modeling and pricing of swaps for financial and energy markets with stochastic volatilities (Q2857276):
Displaying 14 items.
- Analysis of variance based instruments for Ornstein-Uhlenbeck type models: swap and price index (Q1682600) (← links)
- Stochastic systems with memory and jumps (Q1736185) (← links)
- Fractional Barndorff-Nielsen and Shephard model: applications in variance and volatility swaps, and hedging (Q2063058) (← links)
- Time-delayed stochastic volatility model (Q2077847) (← links)
- Robustness analysis on the pricing of some options on two assets with delays (Q2163926) (← links)
- Closed-form variance swap prices under general affine GARCH models and their continuous-time limits (Q2288922) (← links)
- Barndorff-Nielsen and Shephard model: oil hedging with variance swap and option (Q2422168) (← links)
- Change of Time Methods in Quantitative Finance (Q2798761) (← links)
- Variance swaps, volatility swaps, hedging and bounds under multi-factor Heston stochastic volatility model (Q4986444) (← links)
- PRICING OF EXOTIC ENERGY DERIVATIVES BASED ON ARITHMETIC SPOT MODELS (Q5193006) (← links)
- Variance swaps valuation under non-affine GARCH models and their diffusion limits (Q5234288) (← links)
- COVARIANCE AND CORRELATION SWAPS FOR FINANCIAL MARKETS WITH MARKOV-MODULATED VOLATILITIES (Q5411990) (← links)
- Risk-based optimal portfolio of an insurance firm with regime switching and noisy memory (Q6556595) (← links)
- A micro-to-macro approach to returns, volumes and waiting times (Q6579670) (← links)
