Results 311 to 320 of about 616,096 (355)

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

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

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

Replacement of Less-Preferred Dipolar Aprotic and Ethereal Solvents in Synthetic Organic Chemistry with More Sustainable Alternatives

Chemical Reviews, 2022
Andrew Jordan, Helen F Sneddon
exaly  

On the Convexity Correction Approximation in Pricing Volatility Swaps and VIX Futures

New Mathematics and Natural Computation, 2018
Song‐Ping Zhu, G. Lian
semanticscholar   +1 more source

Taylor-Made Volatility Swaps

, 2017
Frido Rolloos, Melih Arslan
semanticscholar   +1 more source

Ion Dissociation in Ionic Liquids and Ionic Liquid Solutions

Chemical Reviews, 2020
Joan F Brennecke
exaly  

Pricing Variance and Volatility Swaps for Barndorff-Nielsen and Shephard Process Driven Financial Markets

, 2016
S. Habtemicael, I. Sengupta
semanticscholar   +1 more source

Tools for Volatility Engineering, Volatility Swaps, and Volatility Trading

2015
Robert L. Kosowski, Salih N. Neftci
openaire   +1 more source

Model-Free Pricing and Hedging of Forward Starting Volatility Swaps

, 2018
Frido Rolloos
semanticscholar   +1 more source