Variation and share-weighted variation swaps on time-changed Lévy processes (Q377448)
From MaRDI portal
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)
0 references
6 November 2013
0 references
Lévy process
0 references
time change
0 references
hedging
0 references
variance swap
0 references
gamma swap
0 references
moment swap
0 references
weighted variation swap
0 references
