Model-independent hedging strategies for variance swaps (Q693029): Difference between revisions

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+Dynamic spanning without probabilities
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+THE EFFECT OF JUMPS AND DISCRETE SAMPLING ON VOLATILITY AND VARIANCE SWAPS
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+Robust Hedging of Barrier Options
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+Variation and share-weighted variation swaps on time-changed Lévy processes
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+Variance swaps on time-changed Lévy processes
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+THE RANGE OF TRADED OPTION PRICES
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+On the Distribution of Maxima of Martingale
@@ Property / cites work: On the Distribution of Maxima of Martingale / rank @@
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+Robust hedging of the lookback option
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+The minimum maximum of a continuous martingale with given initial and terminal laws
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+Discretely sampled variance and volatility swaps versus their continuous approximations
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+Q4596270
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+A CLOSED-FORM EXACT SOLUTION FOR PRICING VARIANCE SWAPS WITH STOCHASTIC VOLATILITY
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