Back to Results
First PageMeta Content
Mathematical sciences / Data analysis / Banking / Variance swap / Realized variance / Variance / Normal distribution / Quadratic variation / Volatility / Statistics / Mathematical finance / Stochastic processes


Pricing Options on Realized Variance in L´evy Models Martin Keller-Ressel ETH Z¨ urich based on joint work with Johannes Muhle-Karbe
Add to Reading List

Document Date: 2010-06-20 15:11:10

Open Document

File Size: 292,41 KB

Share Result on Facebook

Organization

World Congress / /

Person

Johannes Muhle-Karbe / Martin Keller-Ressel / L. Martin Keller-Ressel / /

Technology

ATM / /

SocialTag