MULTI-ASSET STOCHASTIC LOCAL VARIANCE CONTRACTS (Q3069956): Difference between revisions

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Property / DOI: 10.1111/j.1467-9965.2010.00422.x / rank
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Latest revision as of 10:51, 20 December 2024

scientific article
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English
MULTI-ASSET STOCHASTIC LOCAL VARIANCE CONTRACTS
scientific article

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    MULTI-ASSET STOCHASTIC LOCAL VARIANCE CONTRACTS (English)
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    2 February 2011
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    variance swap
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    basket option
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    stochastic volatility
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