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Prices and asymptotics for discrete variance swaps
Bernard, Carole; Cui, Zhenyu - In: Applied mathematical finance 21 (2014) 1/2, pp. 140-173
Persistent link: https://www.econbiz.de/10010352006
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A note on the suboptimality of path-dependent pay-offs in Lévy markets
Vanduffel, Steven; Chernih, Andrew; Maj, Matheusz; … - In: Applied mathematical finance 16 (2009) 3/4, pp. 315-330
Persistent link: https://www.econbiz.de/10003916188
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A Note on the Suboptimality of Path-Dependent Pay-Offs in Levy Markets
Vanduffel, Steven; Chernih, Andrew; Maj, Matheusz; … - In: Applied mathematical finance 16 (2009) 4, pp. 315-330
Persistent link: https://www.econbiz.de/10008314734
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A Note on the Suboptimality of Path-Dependent Pay-Offs in Levy Markets
Vanduffel, Steven; Chernih, Andrew; Maj, Matheusz; … - In: Applied mathematical finance 16 (2009) 3-4, pp. 315-330
Persistent link: https://www.econbiz.de/10008336483