Author:
Goard Joanna,Mazur Mathew
Subject
Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting
Reference42 articles.
1. Spectral Methods for Volatility Derivatives;Albanese;Quantit. Finance,2009
2. Symmetries and Differential Equations
3. Pricing and Hedging Volatility Derivatives;Broadie;J. Derivat.,2008
4. Volatility Swaps Made Simple;Brockhaus;Risk Magazine,2000
5. Consistent Variance Curve Models;Buehler;Finance Stoch.,2006
Cited by
80 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