The following pages link to Arithmetic variance swaps (Q4555097):
Displaying 5 items.
- A general framework for discretely sampled realized variance derivatives in stochastic volatility models with jumps (Q1754049) (← links)
- A general property for time aggregation (Q2030709) (← links)
- Volatility Investing with Variance Swaps (Q3112458) (← links)
- GARCH and volatility swaps (Q4610268) (← links)
- Weighted variance swaps hedge against impermanent loss (Q6166206) (← links)