Author:
He Xin-Jiang,Zhu Song-Ping
Subject
Computational Mathematics,Computational Theory and Mathematics,Modeling and Simulation
Reference36 articles.
1. Realized volatility and variance: Options via swaps;Carr;Risk,2007
2. P. Carr, R. Lee, Robust replication of volatility derivatives, in: PRMIA Award for Best Paper in Derivatives, MFA 2008 Annual Meeting, 2008.
3. Valuing futures and options on volatility;Grünbichler;J. Banking Finance,1996
4. On the pricing and hedging of volatility derivatives;Howison;Appl. Math. Finance,2004
5. S. Heston, S. Nandi, Derivatives on volatility: some simple solutions based on observables, 2000.
Cited by
11 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