5

A CLOSED-FORM EXACT SOLUTION FOR PRICING VARIANCE SWAPS WITH STOCHASTIC VOLATILITY

Année:
2011
Langue:
english
Fichier:
PDF, 204 KB
english, 2011
6

Comment on “How Bumps on Whale Flippers Delay Stall: An Aerodynamic Model”

Année:
2008
Langue:
english
Fichier:
PDF, 44 KB
english, 2008
7

A New Scheme of Classification of Living Gymnosperms at Family Level

Année:
2004
Langue:
english
Fichier:
PDF, 688 KB
english, 2004
16

An analytical formula for VIX futures and its applications

Année:
2012
Langue:
english
Fichier:
PDF, 312 KB
english, 2012
23

Ruin problems in risk models with dependent rates of interest

Année:
2007
Langue:
english
Fichier:
PDF, 156 KB
english, 2007
32

On the valuation of variance swaps with stochastic volatility

Année:
2012
Langue:
english
Fichier:
PDF, 426 KB
english, 2012
41

Pricing VIX options with stochastic volatility and random jumps

Année:
2013
Langue:
english
Fichier:
PDF, 353 KB
english, 2013
50

Pricing forward-start variance swaps with stochastic volatility

Année:
2015
Langue:
english
Fichier:
PDF, 502 KB
english, 2015