Volatility swaps and volatility options on discretely sampled realized variance (Q1991924)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Volatility swaps and volatility options on discretely sampled realized variance |
scientific article; zbMATH DE number 6971128
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility swaps and volatility options on discretely sampled realized variance |
scientific article; zbMATH DE number 6971128 |
Statements
Volatility swaps and volatility options on discretely sampled realized variance (English)
0 references
2 November 2018
0 references
realized variance
0 references
variance swaps
0 references
volatility swaps
0 references
variance options
0 references
stochastic volatility
0 references
Fourier-cosine series
0 references
0 references
0 references
0 references
0 references
0 references
0 references
