Pricing Exotic Variance Swaps Under 3/2-Stochastic Volatility Models
Year of publication: |
2015
|
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Authors: | Yuen, Chi |
Other Persons: | Zheng, Wendong (contributor) ; Kwok, Yue Kuen (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Swap | Optionspreistheorie | Option pricing theory |
Extent: | 1 Online-Ressource (26 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 12, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2339504 [DOI] |
Classification: | G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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