Pages that link to "Item:Q2876063"
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The following pages link to Pricing variance swaps with stochastic volatility under jump-diffusion (Q2876063):
Displaying 15 items.
- Variance swap with mean reversion, multifactor stochastic volatility and jumps (Q319633) (← links)
- An investigation of model risk in a market with jumps and stochastic volatility (Q323232) (← links)
- A superconvergent partial differential equation approach to price variance swaps under regime switching models (Q507897) (← links)
- Pricing variance swaps for stochastic volatilities with delay and jumps (Q538918) (← links)
- A general framework for discretely sampled realized variance derivatives in stochastic volatility models with jumps (Q1754049) (← links)
- A closed-form expansion approach for pricing discretely monitored variance swaps (Q1785402) (← links)
- Volatility swaps valuation under stochastic volatility with jumps and stochastic intensity (Q2009351) (← links)
- On the valuation of variance swaps with stochastic volatility (Q2250184) (← links)
- Variance swaps under multiscale stochastic volatility of volatility (Q2671216) (← links)
- Exact pricing with stochastic volatility and jumps (Q2786345) (← links)
- Closed form pricing formulas for discretely sampled generalized variance swaps (Q2927954) (← links)
- (Q3385796) (← links)
- Pricing and hedging contingent claims using variance and higher order moment swaps (Q4555095) (← links)
- PRICING VARIANCE SWAPS UNDER DOUBLE HESTON STOCHASTIC VOLATILITY MODEL WITH STOCHASTIC INTEREST RATE (Q5051186) (← links)
- EQUILIBRIUM PRICE OF VARIANCE SWAPS UNDER STOCHASTIC VOLATILITY WITH LÉVY JUMPS AND STOCHASTIC INTEREST RATE (Q5384679) (← links)
