THE EFFECT OF JUMPS AND DISCRETE SAMPLING ON VOLATILITY AND VARIANCE SWAPS (Q3621561)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE EFFECT OF JUMPS AND DISCRETE SAMPLING ON VOLATILITY AND VARIANCE SWAPS |
scientific article |
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THE EFFECT OF JUMPS AND DISCRETE SAMPLING ON VOLATILITY AND VARIANCE SWAPS (English)
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21 April 2009
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variance swaps
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volatility swaps
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VIX
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stochastic volatility
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jump models
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