Weighted variance swaps hedge against impermanent loss
Masaaki Fukasawa, Basile Maire, Marcus Wunsch
| Year of publication: |
2023
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|---|---|
| Authors: | Fukasawa, Masaaki ; Maire, Basile ; Wunsch, Marcus |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 23.2023, 6, p. 901-911
|
| Subject: | Theorie | Theory | Hedging | Swap |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2023.2202708 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014304393