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.
FullText Links:
  – Type: pdflink
Text:
  Availability: 1
Header DbId: bsu
DbLabel: Business Source Ultimate
An: 172413699
AccessLevel: 2
PubType: Academic Journal
PubTypeId: academicJournal
PreciseRelevancyScore: 0
IllustrationInfo
Items – Name: Title
  Label: Title
  Group: Ti
  Data: Pricing of Averaged Variance, Volatility, Covariance and Correlation Swaps with Semi-Markov Volatilities.
– Name: Author
  Label: Authors
  Group: Au
  Data: <searchLink fieldCode="AR" term="%22Swishchuk%2C+Anatoliy%22">Swishchuk, Anatoliy</searchLink><relatesTo>1</relatesTo> (AUTHOR)<br /><searchLink fieldCode="AR" term="%22Franco%2C+Sebastian%22">Franco, Sebastian</searchLink><relatesTo>1</relatesTo> (AUTHOR)<i> sebastian.franco@ucalgary.ca</i>
– Name: TitleSource
  Label: Source
  Group: Src
  Data: <searchLink fieldCode="JN" term="%22Risks%22">Risks</searchLink>. Sep2023, Vol. 11 Issue 9, p162. 22p.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=bsu&AN=172413699
RecordInfo BibRecord:
  BibEntity:
    Identifiers:
      – Type: doi
        Value: 10.3390/risks11090162
    Languages:
      – Code: eng
        Text: English
    PhysicalDescription:
      Pagination:
        PageCount: 22
        StartPage: 162
    Titles:
      – TitleFull: Pricing of Averaged Variance, Volatility, Covariance and Correlation Swaps with Semi-Markov Volatilities.
        Type: main
  BibRelationships:
    HasContributorRelationships:
      – PersonEntity:
          Name:
            NameFull: Swishchuk, Anatoliy
      – PersonEntity:
          Name:
            NameFull: Franco, Sebastian
    IsPartOfRelationships:
      – BibEntity:
          Dates:
            – D: 01
              M: 09
              Text: Sep2023
              Type: published
              Y: 2023
          Identifiers:
            – Type: issn-print
              Value: 22279091
          Numbering:
            – Type: volume
              Value: 11
            – Type: issue
              Value: 9
          Titles:
            – TitleFull: Risks
              Type: main
ResultId 1