Pricing options on realized variance
Peter Carr; Hélyette Geman; Dilip B. Madan; Marc Yor
| Year of publication: |
2005
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|---|---|
| Authors: | Carr, Peter ; Geman, Hélyette ; Madan, Dilip B. ; Yor, Marc |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 9.2005, 4, p. 453-475
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| Subject: | Swap | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003123173