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Remark on Variance Swaps Pricing

ERN: Other Econometric Modeling: Capital Markets - Asset Pricing (Topic) Pub Date : 2015-11-08 DOI:10.2139/ssrn.2687664
I. Gikhman
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Abstract

Critical point on variance swap pricing is established.
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价差掉期定价刍议
建立了方差掉期定价的临界点。
本文章由计算机程序翻译，如有差异，请以英文原文为准。
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ERN: Other Econometric Modeling: Capital Markets - Asset Pricing (Topic)
ERN: Other Econometric Modeling: Capital Markets - Asset Pricing (Topic)
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