Variance trading and market price of variance risk (Q469575)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variance trading and market price of variance risk |
scientific article |
Statements
Variance trading and market price of variance risk (English)
0 references
11 November 2014
0 references
variance risk
0 references
option valuation
0 references
risk-neutral density
0 references
stochastic volatility
0 references
