Prices and Asymptotics for Discrete Variance Swaps (Q4585896)
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scientific article; zbMATH DE number 6934618
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Prices and Asymptotics for Discrete Variance Swaps |
scientific article; zbMATH DE number 6934618 |
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Prices and Asymptotics for Discrete Variance Swaps (English)
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11 September 2018
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discrete variance swap
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Heston model
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Hull-White model
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Schöbel-Zhu model
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