Pricing and hedging of long dated variance swaps under a \(3/2\) volatility model
From MaRDI portal
(Redirected from Pricing and hedging of long dated variance swaps under a 3/2 volatility model)
Pricing and hedging of long dated variance swaps under a \(3/2\) volatility model
Pricing and hedging of long dated variance swaps under a \(3/2\) volatility model
WARNING: Page is not linked to a MaRDI-Entity. Please add Sitelink / Wikibase-link.
