VOLATILITY DERIVATIVES AND MODEL-FREE IMPLIED LEVERAGE (Q5411986): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 03:08, 9 February 2024
scientific article; zbMATH DE number 6288561
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | VOLATILITY DERIVATIVES AND MODEL-FREE IMPLIED LEVERAGE |
scientific article; zbMATH DE number 6288561 |
Statements
VOLATILITY DERIVATIVES AND MODEL-FREE IMPLIED LEVERAGE (English)
0 references
25 April 2014
0 references
variance swap
0 references
gamma swap
0 references
leverage effect
0 references
volatility skew
0 references
robust hedging
0 references
asymptotic expansion
0 references
