Results 351 to 355 of about 616,096 (355)

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