Pages that link to "Item:Q342905"
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The following pages link to Consistent pricing of VIX and equity derivatives with the \(4/2\) stochastic volatility plus jumps model (Q342905):
Displaying 10 items.
- Pure jump models for pricing and hedging VIX derivatives (Q1655664) (← links)
- Pricing VIX derivatives with free stochastic volatility model (Q2418425) (← links)
- Unifying pricing formula for several stochastic volatility models with jumps (Q4620219) (← links)
- THE 4/2 STOCHASTIC VOLATILITY MODEL: A UNIFIED APPROACH FOR THE HESTON AND THE 3/2 MODEL (Q5371135) (← links)
- EQUILIBRIUM PRICE OF VARIANCE SWAPS UNDER STOCHASTIC VOLATILITY WITH LÉVY JUMPS AND STOCHASTIC INTEREST RATE (Q5384679) (← links)
- Utility maximization in a stochastic affine interest rate and CIR risk premium framework: a BSDE approach (Q6098178) (← links)
- A multivariate 4/2 stochastic covariance model: properties and applications to portfolio decisions (Q6158415) (← links)
- Sentiment-driven mean reversion in the 4/2 stochastic volatility model with jumps (Q6581589) (← links)
- A novel term-structure-based Heston model for implied volatility surface (Q6590577) (← links)
- European option pricing under the log mean-reverting jump diffusion stochastic volatility model (Q6654087) (← links)
