|
|
|
|
|
Richard John Brostowicz Junior,Márcio Poletti Laurini
Pág. 197 - 228
A variance swap can theoretically be priced with an infinite set of vanilla calls and puts options considering that the realized variance follows a purely diffusive process with continuous monitoring. In this article we willanalyze the possible differenc...
ver más
|
|
|
|
|