Publication
Title
Volatility as investment : crash protection with calendar spreads of variance swaps
Author
Abstract
Language
English
Source (journal)
Journal of applied operational research
Publication
2014
Volume/pages
6:4(2014), p. 243-254
Full text (publisher's version - intranet only)
UAntwerpen
Faculty/Department
Research group
Publication type
Subject
External links
Record
Identification
Creation 28.02.2015
Last edited 14.03.2016