Volatility Derivatives
Year of publication: |
2009
|
---|---|
Authors: | Carr, Peter ; Lee, Roger |
Published in: |
Annual Review of Financial Economics. - Annual Reviews, ISSN 1941-1367. - Vol. 1.2009, 1, p. 319-339
|
Publisher: |
Annual Reviews |
Subject: | variance swap | volatility swap | realized variance | realized volatility | implied volatility |
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