Pricing Exotic Discrete Variance Swaps under the 3/2-Stochastic Volatility Models (Q4682488)
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scientific article; zbMATH DE number 6938633
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing Exotic Discrete Variance Swaps under the 3/2-Stochastic Volatility Models |
scientific article; zbMATH DE number 6938633 |
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Pricing Exotic Discrete Variance Swaps under the 3/2-Stochastic Volatility Models (English)
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18 September 2018
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variance swaps
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gamma swaps
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corridor variance swaps
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3/2-volatility model
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