GARCH and volatility swaps (Q4610268)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: GARCH and volatility swaps |
scientific article; zbMATH DE number 7002158
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | GARCH and volatility swaps |
scientific article; zbMATH DE number 7002158 |
Statements
15 January 2019
0 references
GARCH
0 references
volatility swaps
0 references
hedging
0 references
partial differential equation
0 references
GARCH and volatility swaps (English)
0 references
