MODEL-INDEPENDENT LOWER BOUND ON VARIANCE SWAPS (Q2831008): Difference between revisions
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Revision as of 08:43, 5 March 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)
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1 November 2016
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model risk
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hedging
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subreplication
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realized variance
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variance swap
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