Pages that link to "Item:Q3100994"
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The following pages link to HEDGING (CO)VARIANCE RISK WITH VARIANCE SWAPS (Q3100994):
Displaying 18 items.
- On moment non-explosions for Wishart-based stochastic volatility models (Q323428) (← links)
- Stochastic covariance and dimension reduction in the pricing of basket options (Q345719) (← links)
- Explicit solutions to quadratic BSDEs and applications to utility maximization in multivariate affine stochastic volatility models (Q404585) (← links)
- Affine processes on positive semidefinite matrices (Q535197) (← links)
- Optimal portfolios when variances and covariances can jump (Q1655780) (← links)
- The role of the dependence between mortality and interest rates when pricing guaranteed annuity options (Q2374113) (← links)
- Pricing range notes within Wishart affine models (Q2513635) (← links)
- The explicit Laplace transform for the Wishart process (Q2923426) (← links)
- Volatility Investing with Variance Swaps (Q3112458) (← links)
- Robust multivariate portfolio choice with stochastic covariance in the presence of ambiguity (Q4554494) (← links)
- Optimal investment under multi-factor stochastic volatility (Q4555076) (← links)
- Arithmetic variance swaps (Q4555097) (← links)
- (Q4791399) (← links)
- THE WISHART SHORT RATE MODEL (Q4909141) (← links)
- International portfolio choice under multi-factor stochastic volatility (Q5079408) (← links)
- Risk premiums in a simple market model for implied volatility (Q5397415) (← links)
- Weighted variance swaps hedge against impermanent loss (Q6166206) (← links)
- Infinite-dimensional Wishart processes (Q6620091) (← links)
