Results 291 to 299 of about 989 (299)

Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets

Economic Journal, 2009
Kamil Yilmaz
exaly  

Chapter 12. Volatility & Variance Swaps

2018
openaire   +1 more source

I volatility swap

2001
openaire   +1 more source

Taylor-Made Volatility Swaps II

openaire   +1 more source

Pricing of Variance and Volatility Swaps with Semi-Markov Volatilities

2013
openaire   +1 more source

Static Hedging, Variance Swap and Volatility Index*

Raymond H. Chan, Yves ZY. Guo, Spike T. Lee, Xun Li   +3 more
openaire   +1 more source

Static Minimum-variance Hedging of Volatility Swaps

SSRN Electronic Journal
openaire   +1 more source

Variance and Volatility Swaps in Energy Markets

2013
openaire   +1 more source

Pricing variance swaps with stochastic volatility

2009
openaire   +1 more source