Variation and share-weighted variation swaps on time-changed Lévy processes (Q377448): Difference between revisions

@@ Property / author @@
+H. S. Yoon
@@ Property / author: H. S. Yoon / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 91G20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G51
@@ Property / Mathematics Subject Classification ID: 60G51 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6223040
@@ Property / zbMATH DE Number: 6223040 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Lévy process
@@ Property / zbMATH Keywords: Lévy process / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+time change
@@ Property / zbMATH Keywords: time change / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+hedging
@@ Property / zbMATH Keywords: hedging / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+variance swap
@@ Property / zbMATH Keywords: variance swap / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+gamma swap
@@ Property / zbMATH Keywords: gamma swap / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+moment swap
@@ Property / zbMATH Keywords: moment swap / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+weighted variation swap
@@ Property / zbMATH Keywords: weighted variation swap / rank @@
+Normal rank

Revision as of 10:54, 29 June 2023