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Discretely sampled variance and volatility swaps versus their continuous approximations
Jarrow, Robert; Kchia, Younes; Larsson, Martin; … - In: Finance and stochastics 17 (2013) 2, pp. 305-324
Persistent link: https://www.econbiz.de/10010091556
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Discretely sampled variance and volatility swaps versus their continuous approximations
Jarrow, Robert A.; Kchia, Younes; Larsson, Martin; … - In: Finance and stochastics 17 (2013) 2, pp. 305-324
Persistent link: https://www.econbiz.de/10009730815
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Polynomial diffusions and applications in finance
Filipović, Damir; Larsson, Martin - In: Finance and stochastics 20 (2016) 4, pp. 931-972
Persistent link: https://www.econbiz.de/10011570151
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The space of outcomes of semi-static trading strategies need not be closed
Acciaio, Beatrice; Larsson, Martin; Schachermayer, Walter - In: Finance and stochastics 21 (2017) 3, pp. 741-751
Persistent link: https://www.econbiz.de/10011944422