Static replication of forward-start claims and realized variance swaps
Jan Baldeaux & Marek Rutkowski
| Year of publication: |
2010
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|---|---|
| Authors: | Baldeaux, Jan ; Rutkowski, Marek |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 17.2010, 1/2, p. 99-131
|
| Subject: | Theorie | Theory | Swap | Volatilität | Volatility | Varianzanalyse | Analysis of variance | Derivat | Derivative |
| 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/10003975324