The Term Structure of Variance Swap Rates and Optimal Variance Swap Investments
| Year of publication: |
2010
|
|---|---|
| Authors: | Egloff, Daniel ; Leippold, Markus ; Wu, Liuren |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 2194065. - Vol. 45.2010, 5, p. 1279-1311
|