Author:
Callegaro Giorgia,Fiorin Lucio,Grasselli Martino
Reference18 articles.
1. Option Pricing with Quadratic Volatility: a Revisit;L Andersen;Finance and Stochastics,2011
2. Optimal quantization for the pricing of swing options;O Bardou;Applied Mathematical Finance,2009
3. A new approach for designing and calibrating stochastic volatility models for optimal delta-vega hedging of exotics;G Blacher;ICBI Global Derivatives, Conference Presentation. ICBI Global Derivatives,2001
4. Why are quadratic normal volatility models analytically tractable?;P Carr;SIAM J. Financial Mathematics,2013
5. Monte Carlo Methods in Financial Engineering
Cited by
3 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献