A note on variance swap greeks
J. Lars Kirkby, Nathaniel Rupprecht, and Jean-Philippe Aguilar
| Year of publication: |
2024
|
|---|---|
| Authors: | Kirkby, Lars J. ; Rupprecht, Nathaniel ; Aguilar, Jean-Philippe |
| Subject: | Swap | Griechenland | Greece | Theorie | Theory | Derivat | Derivative | Varianzanalyse | Analysis of variance |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3905/jod.2023.1.196 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015199838