Pages that link to "Item:Q4859340"
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The following pages link to Quadratic-Variation-Based Dynamic Strategies (Q4859340):
Displaying 16 items.
- Dynamic volatility trading strategies in the currency option market (Q375324) (← links)
- Implied and realized volatility: empirical model selection (Q470518) (← links)
- First passage time of a Markov chain that converges to Bessel process (Q1667565) (← links)
- Hedging variance options on continuous semimartingales (Q2430256) (← links)
- Performance of a Markovian neural network versus dynamic programming on a fishing control problem (Q2699283) (← links)
- Towards a theory of volatility trading (Q2771113) (← links)
- Bessel processes, stochastic volatility, and timer options (Q2788692) (← links)
- Closed-form approximation of perpetual timer option prices (Q2874732) (← links)
- BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES (Q4372019) (← links)
- Volatility Targeting Using Delayed Diffusions (Q4562721) (← links)
- Pricing timer options and variance derivatives with closed-form partial transform under the 3/2 model (Q4585682) (← links)
- INTEGRAL REPRESENTATION OF PROBABILITY DENSITY OF STOCHASTIC VOLATILITY MODELS AND TIMER OPTIONS (Q4602498) (← links)
- Long-run equity risk and dynamic trading strategies: a simulation exercise for the Italian stock market (Q4883097) (← links)
- Timer option pricing of stochastic volatility model with changing coefficients under time-varying interest rate (Q5225364) (← links)
- PRICING PERPETUAL TIMER OPTION UNDER THE STOCHASTIC VOLATILITY MODEL OF HULL–WHITE (Q5370796) (← links)
- Optimal Execution with Quadratic Variation Inventories (Q6169622) (← links)
