Pricing of pseudo-swaps based on pseudo-statistics
Year of publication: |
2023
|
---|---|
Authors: | Franco, Sebastian ; Sviščuk, Anatolij |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 11.2023, 8, Art.-No. 141, p. 1-30
|
Subject: | volatility | variance | covariance | correlation swaps | pseudo-swaps | pseudo-statistics | Apple and Google data | CIR model | Volatilität | Volatility | Korrelation | Correlation | Swap | Varianzanalyse | Analysis of variance | Schätztheorie | Estimation theory | Apfel | Apple |
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