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A simplified analytical approach for pricing discretely-sampled variance swaps with stochastic volatility

机译：带有随机波动率的离散样本方差掉期定价的简化分析方法

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Rujivan Sanae; Zhu Song-Ping;
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年度 2012
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1. A simplified analytical approach for pricing discretely-sampled variance swaps with stochastic volatility [J] . Rujivan S., Zhu S.-P. Applied mathematics letters . 2012,第11期

机译：带有随机波动率的离散样本方差掉期定价的简化分析方法
2. Pricing variance and volatility swaps with stochastic volatility, stochastic interest rate and regime switching [J] . Lin Sha, He Xin-Jiang Physica, A. Statistical mechanics and its applications . 2020,第期

机译：定价方差和波动率随随机性波动，随机利率和制度切换而递送
3. A series-form solution for pricing variance and volatility swaps with stochastic volatility and stochastic interest rate [J] . He Xin-Jiang, Zhu Song-Ping Computers & mathematics with applications . 2018,第9期

机译：具有随机波动率和随机利率的价格差异和波动率互换的序列形式解决方案
4. Valuation of Discretely-sampled Variance Swaps under Correlated Stochastic Volatility and Stochastic Interest Rates [C] . TEH RAIHANA NAZIRAH ROSLAN, WENJUN ZHANG, JILING CAO International Conference on Applied Mathematics, Simulation, Modelling . 2014

机译：相关随机波动率和随机利率下的离散采样方差递回的估值
5. Analytic methods and numerical algorithms for pricing and hedging discretely sampled variance products and volatility derivatives. [D] . Zheng, Wendong. 2012

机译：用于定价和对冲离散抽样方差产品和波动率导数的分析方法和数值算法。
6. A general equilibrium approach to pricing volatility risk [O] . Jianlei Han, Martina Linnenluecke, Zhangxin Liu, 2012

机译：定价波动风险的一般均衡方法
7. A series-form solution for pricing variance and volatility swaps with stochastic volatility and stochastic interest rate [O] . Xin-Jiang He, Song-Ping Zhu 2018

机译：用于定价方差和波动性的系列型解决方案，随机挥发性和随机利率递送

A simplified analytical approach for pricing discretely-sampled variance swaps with stochastic volatility

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