Results 61 to 70 of about 57,482 (138)
Close-Form Pricing of Benchmark Equity Default Swaps Under the CEV Assumption [PDF]
Equity Default Swaps are new equity derivatives designed as a product for credit investors.Equipped with a novel pricing result, we provide closedform values that give an analytic contribution to the viability of cross-asset trading related to credit ...
Campi, L., Sbuelz, A.
core +1 more source
Optimal entanglement distribution policies in homogeneous repeater chains with cutoffs. [PDF]
npj Quantum Inf, 2023 Iñesta ÁG +3 more
europepmc +1 more source
Graph-matching distance between individuals' functional connectomes varies with relatedness, age, and cognitive score. [PDF]
Hum Brain Mapp, 2023 Bukhari H +5 more
europepmc +1 more source
Avatar error in your favor: Embodied avatars can fix users' mistakes without them noticing. [PDF]
PLoS One, 2023 Delahaye M +3 more
europepmc +1 more source
Global variance term premia and intermediary risk appetite
, 2016 Sellers of variance swaps earn time-varying risk premia for their exposure to realized variance, the level of variance swap rates, and the slope of the variance swap curve.
Van Tassel, Peter, Vogt, Erik
core
The Term Structure of Variance Swap Rates and Optimal Variance Swap Investments [PDF]
, 2010 Daniel Egloff +2 more
openalex +1 more source
HEDGING (CO)VARIANCE RISK WITH VARIANCE SWAPS [PDF]
, 2011 José Da Fonseca +2 more
openalex +1 more source