Pricing options on realized variance
Year of publication: |
2005
|
---|---|
Authors: | Carr, Peter ; Geman, Hélyette ; Madan, Dilip B. ; Yor, Marc |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 9.2005, 4, p. 453-476
|
Saved in:
Saved in favorites
Similar items by person
-
Self-decomposability and option pricing
Carr, Peter, (2007)
-
Pricing options on realized variance
Carr, Peter, (2005)
-
The fine structure of asset returns : an empirical investigation
Carr, Peter, (2002)
- More ...