Variance and volatility swaps valuations with the stochastic liquidity risk (Q2068493)
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: Variance and volatility swaps valuations with the stochastic liquidity risk |
scientific article; zbMATH DE number 7459841
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variance and volatility swaps valuations with the stochastic liquidity risk |
scientific article; zbMATH DE number 7459841 |
Statements
Variance and volatility swaps valuations with the stochastic liquidity risk (English)
0 references
19 January 2022
0 references
variance swaps
0 references
volatility swaps
0 references
stochastic liquidity risk
0 references
characteristic function
0 references
limiting properties
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
