Results 191 to 193 of about 960,135 (193)

Variance and volatility swaps and options under the exponential fractional Ornstein–Uhlenbeck model

The North American journal of economics and finance
Hyun-Gyoon Kim, See-Woo Kim, Jeong-Hoon Kim   +2 more
semanticscholar   +1 more source

Static Minimum-variance Hedging of Volatility Swaps

Social Science Research Network
Frido Rolloos
semanticscholar   +1 more source

The valuation of variance swaps with psychological barriers in the underlying dynamics

The North American journal of economics and finance
Shiyu Song, Yiming Jiang
semanticscholar   +1 more source