A Note on Volatility Swaps Pricing in Normal Stochastic Volatility Models
Year of publication: |
[2021]
|
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Authors: | Rolloos, Frido |
Publisher: |
[S.l.] : SSRN |
Subject: | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Swap | Optionspreistheorie | Option pricing theory |
Extent: | 1 Online-Ressource (6 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 7, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3726557 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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