Robust Pricing and Hedging of Options on Variance - Martingale pricing - Document - PDFSEARCH.IO

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	Robust Pricing and Hedging of Options on Variance Add to Reading List Document Date: 2010-06-26 11:24:02 Open Document File Size: 2,44 MB Share Result on Facebook Facility Variance Alexander Cox Jiajie Wang University of Bath Bachelier / / IndustryTerm given law / / Organization Variance Alexander Cox Jiajie Wang University of Bath Bachelier / / Person Bt / / SocialTag Mathematical finance Brownian motion Colloidal chemistry Variance swap Martingale Local martingale Stopping time Economic model Statistics Stochastic processes

Robust Pricing and Hedging of Options on VarianceAdd to Reading List