Pricing Models of Volatility Products and Exotic Variance Derivatives
This book summarizes most of the recent research results in pricing models of derivatives on discrete realized variance and VIX. .
mai 2022, env. 268 pages, Chapman and Hall/CRC Financial Mathematics Series, Anglais
Taylor and Francis
978-1-03-219902-3
Taylor and Francis
978-1-03-219902-3
This book summarizes most of the recent research results in pricing models of derivatives on discrete realized variance and VIX. .
mai 2022, env. 268 pages, Chapman and Hall/CRC Financial Mathematics Series, Anglais
Taylor and Francis
978-1-03-219902-3
Taylor and Francis
978-1-03-219902-3
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