Consistent Variance Curve Models
| Year of publication: |
2006
|
|---|---|
| Authors: | Buehler, Hans |
| Published in: |
Finance and Stochastics. - Springer. - Vol. 10.2006, 2, p. 178-203
|
| Publisher: |
Springer |
| Subject: | Variance swaps | Options on variance | Market models | Arbitrage-free term structure dynamics | Heath–Jarrow–Morton theory | Consistent parametrizations |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005166857