Indifference Price and Optimal Hedging Performance for Variance Swaps

Slični predmeti

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