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 2024, ca. 268 Seiten, Chapman and Hall/CRC Financial Mathematics Series, Englisch
Taylor and Francis
978-1-03-220432-1
Taylor and Francis
978-1-03-220432-1
This book summarizes most of the recent research results in pricing models of derivatives on discrete realized variance and VIX. .
Mai 2024, ca. 268 Seiten, Chapman and Hall/CRC Financial Mathematics Series, Englisch
Taylor and Francis
978-1-03-220432-1
Taylor and Francis
978-1-03-220432-1
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