Pricing of variance swap rates and investment decisions of variance swaps: evidence from a three-factor model (Q2158056)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing of variance swap rates and investment decisions of variance swaps: evidence from a three-factor model |
scientific article |
Statements
Pricing of variance swap rates and investment decisions of variance swaps: evidence from a three-factor model (English)
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22 July 2022
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finance
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variance swap rates
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self-exciting jumps
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variance risk premium
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variance swap investments
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