Pages that link to "Item:Q712573"

The following pages link to A simplified analytical approach for pricing discretely-sampled variance swaps with stochastic volatility (Q712573):

Displaying 22 items.

• Pricing and risk management of interest rate swaps (Q257234) (← links)
• A superconvergent partial differential equation approach to price variance swaps under regime switching models (Q507897) (← links)
• Pricing forward-start variance swaps with stochastic volatility (Q902796) (← links)
• Pricing variance swaps in a hybrid model of stochastic volatility and interest rate with regime-switching (Q1739344) (← links)
• Discretely sampled variance and volatility swaps versus their continuous approximations (Q1945043) (← links)
• Volatility swaps and volatility options on discretely sampled realized variance (Q1991924) (← links)
• Analytically pricing volatility swaps and volatility options with discrete sampling: nonlinear payoff volatility derivatives (Q2025470) (← links)
• Valuation of volatility derivatives with time-varying volatility: an analytical probabilistic approach using a mixture distribution for pricing nonlinear payoff volatility derivatives in discrete observation case (Q2088813) (← links)
• Pricing variance swaps under hybrid CEV and stochastic volatility (Q2222171) (← links)
• On the valuation of variance swaps with stochastic volatility (Q2250184) (← links)
• A closed-form pricing formula for variance swaps under MRG-Vasicek model (Q2322792) (← links)
• Analytically pricing volatility swaps under stochastic volatility (Q2351082) (← links)
• A closed-form formula for pricing variance swaps on commodities (Q2360087) (← links)
• Pricing variance swaps under subordinated Jacobi stochastic volatility models (Q2669408) (← links)
• A closed-form pricing formula for variance swaps with mean-reverting Gaussian volatility (Q2925697) (← links)
• A simple closed-form formula for pricing discretely-sampled variance swaps under the Heston model (Q2929384) (← links)
• Pricing Exotic Discrete Variance Swaps under the 3/2-Stochastic Volatility Models (Q4682488) (← links)
• (Q5040907) (← links)
• PRICING VARIANCE SWAPS UNDER DOUBLE HESTON STOCHASTIC VOLATILITY MODEL WITH STOCHASTIC INTEREST RATE (Q5051186) (← links)
• AN ANALYTICAL OPTION PRICING FORMULA FOR MEAN-REVERTING ASSET WITH TIME-DEPENDENT PARAMETER (Q5158753) (← links)
• A NOVEL ANALYTICAL APPROACH FOR PRICING DISCRETELY SAMPLED GAMMA SWAPS IN THE HESTON MODEL (Q5369443) (← links)
• AN ANALYTICAL APPROACH FOR VARIANCE SWAPS WITH AN ORNSTEIN–UHLENBECK PROCESS (Q5370813) (← links)