Pages that link to "Item:Q5210914"
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The following pages link to PRICING AND HEDGING OF VIX OPTIONS FOR BARNDORFF-NIELSEN AND SHEPHARD MODELS (Q5210914):
Displaying 6 items.
- Local risk-minimization for Barndorff-Nielsen and Shephard models (Q522068) (← links)
- Pure jump models for pricing and hedging VIX derivatives (Q1655664) (← links)
- Generalized Barndorff-Nielsen and Shephard model and discretely monitored option pricing (Q2814674) (← links)
- THE VIX AND FUTURE INFORMATION (Q5061494) (← links)
- Weak approximations and VIX option price expansions in forward variance curve models (Q6053109) (← links)
- VIX MODELING FOR A MARKET INSIDER (Q6182054) (← links)