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Markov chain approximations
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volatility derivatives
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LO, HARRY
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Lo, Harry
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International Journal of Theoretical and Applied Finance (IJTAF)
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Volatility
derivatives
in market models with jumps
Lo, Harry
;
Mijatovi´c, Aleksandar
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1159-1193
Persistent link: https://www.econbiz.de/10009407653
Saved in:
2
VOLATILITY
DERIVATIVES
IN MARKET MODELS WITH JUMPS
LO, HARRY
;
MIJATOVIĆ, ALEKSANDAR
- In:
International Journal of Theoretical and Applied …
14
(
2011
)
07
,
pp. 1159-1193
volatility
derivatives
and derivatives on the corridor-realized variance in such a market. The class of models under …
Persistent link: https://www.econbiz.de/10009393849
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