Variance swap dynamics (Q5397410)
From MaRDI portal
scientific article; zbMATH DE number 6260363
Language | Label | Description | Also known as |
---|---|---|---|
English | Variance swap dynamics |
scientific article; zbMATH DE number 6260363 |
Statements
Variance swap dynamics (English)
0 references
20 February 2014
0 references
empirical finance
0 references
equities
0 references
volatility modelling
0 references
term structure
0 references