TWO PROCESSES FOR TWO PRICES (Q5411989)
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scientific article; zbMATH DE number 6288564
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | TWO PROCESSES FOR TWO PRICES |
scientific article; zbMATH DE number 6288564 |
Statements
TWO PROCESSES FOR TWO PRICES (English)
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25 April 2014
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call spread
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butterfly spread
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calendar spread
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put-call parity
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variance gamma
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Sato process
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variance swaps
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straddles and strangles
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