Variance and volatility swaps and futures pricing for stochastic volatility models
Year of publication: |
2019
|
---|---|
Authors: | Sviščuk, Anatolij ; Wang, Zijia |
Published in: |
Financial mathematics, volatility and covariance modelling. - London : Routledge, ISBN 978-1-138-06094-4. - 2019, p. 95-121
|
Subject: | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Swap |
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