Reference health
On the Pricing of Capped Volatility Swaps using Machine Learning Techniques
12/12 checkable references clean · checked 2026-09-06
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
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The 12 checked references that resolve
resolves10.1093/rfs/16.1.0101
Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options
resolves10.1080/14697688.2018.1495335
Machine learning for quantitative finance: fast derivative pricing, hedging and fitting
resolves10.1007/s11147-011-9069-2
Calibration risk: Illustrating the impact of calibration risk under the Heston model
resolves10.1080/1351847X.2020.1775671
Volatility and variance swaps and options in the fractional SABR model
resolves10.1016/j.cnsns.2021.105849
Analytically pricing volatility swaps and volatility options with discrete sampling: Nonlinear payoff volatility derivatives
resolves10.1007/s10436-021-00394-4
Fractional Barndorff-Nielsen and Shephard model: applications in variance and volatility swaps, and hedging
The 11 references without a DOI — listed, not checked
no DOI — not checkedA comparison of some monte carlo and quasi monte carlo techniques for option pricing
no DOI — not checkedref5
no DOI — not checkedVolatility swaps made simple
no DOI — not checkedGradient boosting for quantitative finance
no DOI — not checkedref9
no DOI — not checkedref13
no DOI — not checkedMachine learning solutions to challenges in finance: An application to the pricing of financial products
no DOI — not checkedAnalytical pricing formulae for variance and volatility swaps with a new stochastic volatility and interest rate model
no DOI — not checkedref17
no DOI — not checkedPricing variance and volatility swaps with stochastic volatility, stochastic interest rate and regime switching
no DOI — not checkedref22
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