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