Barndorff-Nielsen and Shephard model: oil hedging with variance swap and option (Q2422168)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Barndorff-Nielsen and Shephard model: oil hedging with variance swap and option |
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Barndorff-Nielsen and Shephard model: oil hedging with variance swap and option (English)
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18 June 2019
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oil commodity
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Barndorff-Nielsen and Shephard model
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stochastic volatility
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options and swaps
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quadratic hedging
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