Pages that link to "Item:Q4620138"
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The following pages link to Pricing VIX options in a stochastic vol‐of‐vol model (Q4620138):
Displaying 5 items.
- Pricing VIX options with stochastic volatility and random jumps (Q354668) (← links)
- Pricing VXX option with default risk and positive volatility skew (Q1927010) (← links)
- Pricing vulnerable options with stochastic volatility (Q2147889) (← links)
- Effective and simple VWAP options pricing model (Q2929372) (← links)
- Weak approximations and VIX option price expansions in forward variance curve models (Q6053109) (← links)