Pricing Variance Swaps on Time-Changed L´ evy Processes ICBI Global Derivatives Volatility and Correlation Summit - Standard time - Document - PDFSEARCH.IO

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	Pricing Variance Swaps on Time-Changed L´ evy Processes ICBI Global Derivatives Volatility and Correlation Summit Add to Reading List Document Date: 2009-04-27 08:10:26 Open Document File Size: 160,25 KB Share Result on Facebook Company Characteristic Exponent I / / / MarketIndex VIX / / Organization NYU / / Person Roger Lee / Bt / Peter Carr Bloomberg / / SocialTag Probability theory Variance Standard deviation Logarithm Statistics Data analysis Mathematical finance

Pricing Variance Swaps on Time-Changed L´ evy Processes ICBI Global Derivatives Volatility and Correlation SummitAdd to Reading List