THE EFFECT OF JUMPS AND DISCRETE SAMPLING ON VOLATILITY AND VARIANCE SWAPS (Q3621561): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 05:38, 5 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE EFFECT OF JUMPS AND DISCRETE SAMPLING ON VOLATILITY AND VARIANCE SWAPS |
scientific article |
Statements
THE EFFECT OF JUMPS AND DISCRETE SAMPLING ON VOLATILITY AND VARIANCE SWAPS (English)
0 references
21 April 2009
0 references
variance swaps
0 references
volatility swaps
0 references
VIX
0 references
stochastic volatility
0 references
jump models
0 references
