A time-dependent variance model for pricing variance and volatility swaps
Year of publication: |
2011
|
---|---|
Authors: | Goard, Joanna |
Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 18.2011, 1/2, p. 51-70
|
Subject: | Volatilität | Volatility | Theorie | Theory | Swap | Derivat | Derivative | Varianzanalyse | Analysis of variance |
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