Convex Order of Discrete, Continuous, and Predictable Quadratic Variation and Applications to Options on Variance (Q2940750)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convex Order of Discrete, Continuous, and Predictable Quadratic Variation and Applications to Options on Variance |
scientific article |
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Convex Order of Discrete, Continuous, and Predictable Quadratic Variation and Applications to Options on Variance (English)
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20 January 2015
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realized variance
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quadratic variation
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options on variance
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variance swaps
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convex order
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