VOLATILITY DERIVATIVES AND MODEL-FREE IMPLIED LEVERAGE (Q5411986)
From MaRDI portal
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
