Moment swaps (Q3375396)
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scientific article; zbMATH DE number 5009978
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Moment swaps |
scientific article; zbMATH DE number 5009978 |
Statements
Moment swaps (English)
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8 March 2006
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moment derivatives
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stochastic volatility models
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hedging
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0.8697288036346436
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0.856018602848053
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0.7809855341911316
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0.7716571092605591
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0.7675825357437134
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