VOLATILITY DERIVATIVES AND MODEL-FREE IMPLIED LEVERAGE (Q5411986)
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scientific article; zbMATH DE number 6288561
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | VOLATILITY DERIVATIVES AND MODEL-FREE IMPLIED LEVERAGE |
scientific article; zbMATH DE number 6288561 |
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VOLATILITY DERIVATIVES AND MODEL-FREE IMPLIED LEVERAGE (English)
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25 April 2014
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variance swap
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gamma swap
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leverage effect
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volatility skew
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robust hedging
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asymptotic expansion
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