Results 231 to 240 of about 598,241 (259)

A closed-form pricing formula for variance swaps under a stochastic volatility model with a stochastic mean-reversion level

Soft Computing - A Fusion of Foundations, Methodologies and Applications, 2022
Xin‐Jiang He, Sha Lin
semanticscholar   +1 more source

Variance and volatility swaps valuations with the stochastic liquidity risk

, 2020
De-xuan Xu, Ben-Zhang Yang, Jian-hao Kang, N. Huang   +3 more
semanticscholar   +1 more source

Estimating the Hurst parameter from short term volatility swaps: a Malliavin calculus approach

Finance and Stochastics, 2019
E. Alòs, Kenichiro Shiraya
semanticscholar   +1 more source

Variance and volatility swaps for levy process based stochastic volatilities

2010
Bibliography: p.
openaire   +2 more sources

Pricing variance swaps under hybrid CEV and stochastic volatility

Journal of Computational and Applied Mathematics, 2021
Jiling Cao, Jeong‐Hoon Kim, Wenjun Zhang   +2 more
semanticscholar   +1 more source

Which uncertainty is powerful to forecast crude oil market volatility? New evidence

International Journal of Finance and Economics, 2022
Xiafei Li, Yu Wei, Xiaodan Chen
exaly  

The information content of uncertainty indices for natural gas futures volatility forecasting

Journal of Forecasting, 2021
Chao Liang, Feng Ma, Lu Wang
exaly  

Can Internet Search Queries Help to Predict Stock Market Volatility?

European Financial Management, 2016
Thomas Dimpfl
exaly  

Oil financialization and volatility forecast: Evidence from multidimensional predictors

Journal of Forecasting, 2019
Qiang Ji, Mehmet Dogan
exaly  

On Variance and Volatility Swaps in Oil Markets

Journal of Computer Science & Computational Mathematics, 2017
Guerouah Amine, Halim Zeghdoudi, Fatima Zohra Bouseba   +2 more
openaire   +2 more sources