MODEL-INDEPENDENT LOWER BOUND ON VARIANCE SWAPS (Q2831008): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 18:52, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MODEL-INDEPENDENT LOWER BOUND ON VARIANCE SWAPS |
scientific article |
Statements
MODEL-INDEPENDENT LOWER BOUND ON VARIANCE SWAPS (English)
0 references
1 November 2016
0 references
model risk
0 references
hedging
0 references
subreplication
0 references
realized variance
0 references
variance swap
0 references
