Variance and volatility swaps and futures pricing for stochastic volatility models
Anatoliy Swishchuk and Zijia Wang
| Year of publication: |
2019
|
|---|---|
| Authors: | Sviščuk, Anatolij ; Wang, Zijia |
| Published in: |
Financial mathematics, volatility and covariance modelling. - London : Routledge, ISBN 978-1-138-06094-4. - 2019, p. 95-121
|
| Subject: | Volatilität | Volatility | Theorie | Theory | Stochastischer Prozess | Stochastic process | Derivat | Derivative | Swap |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012249105