THE VARIANCE SWAP CONTRACT UNDER THE CEV PROCESS (Q3643591)

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THE VARIANCE SWAP CONTRACT UNDER THE CEV PROCESS
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    title
    THE VARIANCE SWAP CONTRACT UNDER THE CEV PROCESS (English)
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    author
    Richard Jordan
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    Charles Tier
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    publication date
    9 November 2009
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    Mathematics Subject Classification ID
    91G20
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    91B25
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    60H05
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    34E05
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    zbMATH DE Number
    5627373
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    zbMATH Keywords
    variance swap
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    log contract
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    CEV process
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    asymptotic methods
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    OpenAlex ID
    W3123775409
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