The tern strucrure of variance swap rates and optimal variance swap investments.

Detalles Bibliográficos
Publicado en:	Journal of financial and quantitative analysis V. 45, 1-5 (2010).
Autor principal:	Egloff, Daniel
Formato:	Artículo
Lenguaje:	English
Materias:	Risk factors. Swap arrangements. Investment policy. Stochastic models. Stock indexing.