Results 221 to 228 of about 985,955 (228)

Local, Stochastic Volatility Models, Static Hedging and Variance Swap

Financial Mathematics, Derivatives and Structured Products, 2019
Raymond H. Chan, Yves Zy. Guo, Spike T. Lee, Xun Li   +3 more
semanticscholar   +1 more source

Variance Swap Model

2023
openaire   +1 more source

The behaviour of energy-related volatility indices around scheduled news announcements: Implications for variance swap investments

, 2018
R. López
semanticscholar   +1 more source

Analysis of variance based instruments for Ornstein–Uhlenbeck type models: swap and price index

Annals of Finance, 2017
Aziz Issaka, I. Sengupta
semanticscholar   +2 more sources

Variance swaps

2009
openaire   +1 more source

Variance Swap Piecewise-Linear Replication

, 2016
E. Derman, Michael B. Miller
semanticscholar   +1 more source

Swap variance hedging and efficiency: The role of high moments

Social Science Research Network
Victor Chow, Bingxin Li, Zhan Wang
semanticscholar   +1 more source

Remark on Variance Swaps Pricing

SSRN Electronic Journal, 2015
openaire   +2 more sources