Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"realized variance swap"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Static replication
1
barrier option
1
binary option
1
realized variance swap
1
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Language
All
Undetermined
1
Author
All
Baldeaux, Jan
1
Rutkowski, Marek
1
Published in...
All
Applied Mathematical Finance
1
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Static Replication of Forward-Start Claims and Realized Variance Swaps
Baldeaux, Jan
;
Rutkowski, Marek
- In:
Applied Mathematical Finance
17
(
2010
)
2
,
pp. 99-131
application of our general results to the static hedging of a
realized
variance
swap
with forward-start binary (or barrier …
Persistent link: https://www.econbiz.de/10008674995
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
