Variance and volatility swaps valuations with the stochastic liquidity risk (Q2068493): Difference between revisions
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Latest revision as of 23:10, 16 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variance and volatility swaps valuations with the stochastic liquidity risk |
scientific article |
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Variance and volatility swaps valuations with the stochastic liquidity risk (English)
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19 January 2022
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variance swaps
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volatility swaps
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stochastic liquidity risk
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characteristic function
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limiting properties
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