搜索结果: 1-1 共查到“金融市场 hedging strategies”相关记录1条 . 查询时间(0.097 秒)
Model independent hedging strategies for variance swaps
hedging strategies variance swaps Pricing of Securities
2011/7/25
Abstract: A variance swap is a derivative with a path-dependent payoff which allows investors to take positions on the future variability of an asset. In the idealised setting of a continuously monito...