Volatility Derivatives Practical Notes-Reference-Cited by-同舟云学术

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Volatility Derivatives Practical Notes

Published:2015 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Le Floc'h Fabien

Publisher

Elsevier BV

Reference23 articles.

1. Empirical performance of alternative option pricing models;G Bakshi;The Journal of Finance,1997

2. Prices and asymptotics for discrete variance swaps;C Bernard;Applied Mathematical Finance,2014

3. Finessing fixed dividends;M Bos;Risk,2002

4. The effect of jumps and discrete sampling on volatility and variance swaps;M Broadie;International Journal of Theoretical and Applied Finance,2008

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. An adaptive Filon quadrature for stochastic volatility models;Journal of Computational Finance;2018

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