Pricing and hedging contingent claims using variance and higher order moment swaps (Q4555095)
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scientific article; zbMATH DE number 6981211
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing and hedging contingent claims using variance and higher order moment swaps |
scientific article; zbMATH DE number 6981211 |
Statements
Pricing and hedging contingent claims using variance and higher order moment swaps (English)
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19 November 2018
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variance swaps
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higher order moment swaps
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volatility and jump risks
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hedging strategies
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