GARCH and volatility swaps (Q4610268): Difference between revisions
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GARCH and volatility swaps | |||
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| Property / full work available at URL: https://doi.org/10.1080/14697680400008700 / rank | |||
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| Property / OpenAlex ID: W2044516150 / rank | |||
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GARCH and volatility swaps (English) | |||
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| Property / cites work: ARCH models as diffusion approximations / rank | |||
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Latest revision as of 20:56, 17 July 2024
scientific article; zbMATH DE number 7002158
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | GARCH and volatility swaps |
scientific article; zbMATH DE number 7002158 |
Statements
15 January 2019
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GARCH
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volatility swaps
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hedging
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partial differential equation
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GARCH and volatility swaps (English)
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