Indifference Price and Optimal Hedging Performance for Variance Swaps

Παρόμοια τεκμήρια

• Variance Swaps in BM&F: Pricing and Viability of Hedge
  ανά: Richard John Brostowicz Junior, κ.ά.
  Έκδοση: (2010-07-01)
• Model independent hedging strategies for variance swaps
  ανά: Hobson, D, κ.ά.
  Έκδοση: (2011)
• Effect of Variance Swap in Hedging Volatility Risk
  ανά: Yang Shen
  Έκδοση: (2020-07-01)
• Arbitrage Bounds for Prices of Weighted Variance Swaps
  ανά: Davis, M, κ.ά.
  Έκδοση: (2010)
• Robust Hedging of Variance Swaps: Discrete Sampling & Co-maturing European Options
  ανά: Zhang, C
  Έκδοση: (2012)