Variance trading and market price of variance risk (Q469575)
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scientific article; zbMATH DE number 6368012
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Variance trading and market price of variance risk |
scientific article; zbMATH DE number 6368012 |
Statements
Variance trading and market price of variance risk (English)
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11 November 2014
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variance risk
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option valuation
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risk-neutral density
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stochastic volatility
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0.828940749168396
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0.8183808922767639
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0.8180758357048035
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0.7923112511634827
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0.7920188307762146
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