A New Nonparametric Estimate of the Risk-Neutral Density with Applications to Variance Swaps
, 2018 Liyuan Jiang +4 more
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Pricing variance swaps with stochastic volatility [PDF]
Mathematical and Statistical Economics, 2020 Stiefenhofer P, Ze F, Gregoriou A
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RECURSIVE ALGORITHMS FOR PRICING DISCRETE VARIANCE OPTIONS AND VOLATILITY SWAPS UNDER TIME-CHANGED LÉVY PROCESSES [PDF]
, 2016 Wendong Zheng +2 more
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Pricing Variance Swaps Under Stochastic Volatility and Stochastic Interest Rate
, 2014 Jiling Cao +2 more
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Work Fluctuations in Ergotropic Heat Engines. [PDF]
Entropy (Basel), 2023 Chesi G, Macchiavello C, Sacchi MF.
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A Closed-Form Exact Solution for Pricing Variance Swaps With Stochastic Volatility
, 2008 Song‐Ping Zhu, Guanghua Lian
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Adaptive MCMC for Bayesian Variable Selection in Generalised Linear Models and Survival Models. [PDF]
Entropy (Basel), 2023 Liang X, Livingstone S, Griffin J.
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Experimental benchmarking of quantum state overlap estimation strategies with photonic systems. [PDF]
Light Sci ApplZhan H +6 more
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Comparison of appearance dissatisfaction and appearance-related social discomfort among people with systemic sclerosis and burn injury. [PDF]
J Scleroderma Relat DisordLangleben J +4 more
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Valuing Volatility and Variance Swaps for a Non‐Gaussian Ornstein–Uhlenbeck Stochastic Volatility Model [PDF]
, 2007 Fred Espen Benth +2 more
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