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Longer titles found: Conditional variance swap (view)

searching for Variance swap 2 found (16 total)

Damir Filipović (1,896 words) [view diff] exact match in snippet view article find links to article

Damir; Gourier, Elise; Mancini, Loriano (January 2016). "Quadratic variance swap models". Journal of Financial Economics. 119 (1): 44–68. doi:10.1016/j

Dilip Madan (2,011 words) [view diff] exact match in snippet view article find links to article

locally capped and floored cliquets, as well as unhedged and hedged variance swap contracts. He also introduced a conic finance-based nonlinear equity