Arithmetic variance swaps (Q4555097)
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scientific article; zbMATH DE number 6981212
Language | Label | Description | Also known as |
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English | Arithmetic variance swaps |
scientific article; zbMATH DE number 6981212 |
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Arithmetic variance swaps (English)
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19 November 2018
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fourth moment swap
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Hermite spline
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kurtosis
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model free
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realized variance
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skewness
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third moment swap
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volatility index
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VIX
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VFTSE
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