Indifference Price and Optimal Hedging Performance for Variance Swaps

समान संसाधन

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