Variation and share-weighted variation swaps on time-changed Lévy processes (Q377448): Difference between revisions
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Revision as of 19:49, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variation and share-weighted variation swaps on time-changed Lévy processes |
scientific article |
Statements
Variation and share-weighted variation swaps on time-changed Lévy processes (English)
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6 November 2013
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Lévy process
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time change
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hedging
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variance swap
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gamma swap
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moment swap
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weighted variation swap
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