BNP Paribas) Volatility Investing Handbook | PDF
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Modeling Variance Swap Curves: Theory and ... - Hans Buehler
Volatility derivatives in the Heston framework
Pricing Options on Realized Variance in Heston Model with Jumps in Returns and Volatility 1 Introduction
Closed-form pricing formulas for variance swaps in the Heston model with stochastic long-run mean of variance | SpringerLink
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Sensitivity to Skew and Convexity
A Closed Form Solution for Pricing Variance Swaps Under the Rescaled Double Heston Model | SpringerLink
Chapter 17 Variance Swaps | The Derivatives Academy
Pricing Discretely Sampled Variance Swaps with Cap/Floor Under Heston Stochastic Volatility Model - Stoykov - 2021 - Wilmott - Wiley Online Library
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