Model-independent hedging strategies for variance swaps (Q693029)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model-independent hedging strategies for variance swaps |
scientific article |
Statements
Model-independent hedging strategies for variance swaps (English)
0 references
7 December 2012
0 references
variance swaps
0 references
jumps
0 references
hedging strategies
0 references
Skorokhod embedding
0 references
no-arbitrage prices
0 references
model-independent bounds
0 references
0 references
