GARCH and volatility swaps (Q4610268): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
| (One intermediate revision by one other user not shown) | |||
| label / en | label / en | ||
GARCH and volatility swaps | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1080/14697680400008700 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2044516150 / rank | |||
Normal rank | |||
| Property / title | |||
GARCH and volatility swaps (English) | |||
| Property / title: GARCH and volatility swaps (English) / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: ARCH models as diffusion approximations / rank | |||
Normal rank | |||
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
0 references
GARCH
0 references
volatility swaps
0 references
hedging
0 references
partial differential equation
0 references
GARCH and volatility swaps (English)
0 references
