Advertisement

Browse Subject Areas

?

Click through the PLOS taxonomy to find articles in your field.

For more information about PLOS Subject Areas, click here.

Derivatives markets

Analytic solutions of variance swaps for Heston models with stochastic long-run mean of variance and jumps

Jing Fu

published 25 Mar 2025

Loading metrics information...

Metrics unavailable. Please check back later.

Large-scale sports events, sports gambling market and promotion risk management: Theoretical model and case analysis based on option hedging theory

Qi-an Chen, Xu Zhao, Guohong Zhang

published 21 Jun 2023

Loading metrics information...

Metrics unavailable. Please check back later.

The October 2014 United States Treasury bond flash crash and the contributory effect of mini flash crashes

Zachary S. Levine, Scott A. Hale, Luciano Floridi

published 01 Nov 2017

Loading metrics information...

Metrics unavailable. Please check back later.

A note on contracts on quadratic variation

Carl Lindberg

published 23 Mar 2017

Loading metrics information...

Metrics unavailable. Please check back later.

The Network of Counterparty Risk: Analysing Correlations in OTC Derivatives

Vahan Nanumyan, Antonios Garas, Frank Schweitzer

published 03 Sep 2015

Loading metrics information...

Metrics unavailable. Please check back later.

Advertisement

Create a weekly email alert for: Derivatives markets

You can change these options by clicking profile then "Alerts and Notifications"