View in EDS HTML Full Text PDF Full Text

Pricing of Averaged Variance, Volatility, Covariance and Correlation Swaps with Semi-Markov Volatilities.

Saved in:
Bibliographic Details
Title: Pricing of Averaged Variance, Volatility, Covariance and Correlation Swaps with Semi-Markov Volatilities.
Authors: Swishchuk, Anatoliy1 (AUTHOR), Franco, Sebastian1 (AUTHOR) sebastian.franco@ucalgary.ca
Source: Risks. Sep2023, Vol. 11 Issue 9, p162. 22p.
Database: Business Source Ultimate
Full text is not displayed to guests.
Description
ISSN:22279091
DOI:10.3390/risks11090162