CLOSED FORM PRICING FORMULAS FOR DISCRETELY SAMPLED...

Mathematical Finance 2014 / 10 Vol. 24; Iss. 4

CLOSED FORM PRICING FORMULAS FOR DISCRETELY SAMPLED GENERALIZED VARIANCE SWAPS

Zheng, Wendong, Kwok, Yue Kuen
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Volume:
24
Language:
english
Journal:
Mathematical Finance
DOI:
10.1111/mafi.12016
Date:
October, 2014
File:
PDF, 365 KB
english, 2014
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