Pricing Options on Discrete Realized Variance with Partially Exact and Bounded Approximations

2015 ◽  
Author(s):  
Wendong Zheng ◽  
Yue Kuen Kwok
Keyword(s):  
Realized Variance ◽  
Pricing Options

Pricing Options on Realized Variance

2005 ◽  
Author(s):  
Peter P. Carr ◽  
Hélyette Geman ◽  
Dilip B. Madan ◽  
Marc Yor
Keyword(s):  
Realized Variance ◽  
Pricing Options

Pricing options on realized variance

2005 ◽  
Vol 9 (4) ◽  
pp. 453-475 ◽  
Author(s):  
Peter Carr ◽  
Hélyette Geman ◽  
Dilip B. Madan ◽  
Marc Yor
Keyword(s):  
Realized Variance ◽  
Pricing Options
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