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

Bibliografische gegevens
Gepubliceerd in:	Journal of financial and quantitative analysis V. 45, 1-5 (2010).
Hoofdauteur:	Egloff, Daniel
Formaat:	Artikel
Taal:	English
Onderwerpen:	Risk factors. Swap arrangements. Investment policy. Stochastic models. Stock indexing.