Discretely sampled variance and volatility swaps versus their continuous approximations
Year of publication: |
2013
|
---|---|
Authors: | Jarrow, Robert ; Kchia, Younes ; Larsson, Martin ; Protter, Philip |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 17.2013, 2, p. 305-324
|
Saved in:
Saved in favorites
Similar items by person
-
Discretely sampled variance and volatility swaps versus their continuous approximations
Jarrow, Robert, (2013)
-
Discretely sampled variance and volatility swaps versus their continuous approximations
Jarrow, Robert A., (2013)
-
Variance and Volatility Swaps : Bubbles and Fundamental Prices
Jarrow, Robert A., (2010)
- More ...