Static Replication of Forward-Start Claims and Realized Variance Swaps (Q3565101): Difference between revisions

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+Towards a general theory of bond markets
@@ Property / cites work: Towards a general theory of bond markets / rank @@
+Normal rank
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+Pricing options on realized variance
@@ Property / cites work: Pricing options on realized variance / rank @@
+Normal rank
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+Q3134551
@@ Property / cites work: Q3134551 / rank @@
+Normal rank
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+Martingale methods in financial modelling.
@@ Property / cites work: Martingale methods in financial modelling. / rank @@
+Normal rank