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 09:51, 20 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MULTI-ASSET STOCHASTIC LOCAL VARIANCE CONTRACTS |
scientific article |
Statements
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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