✦ LIBER ✦

An analytic formula for the delta of variance swap

✍ Scribed by Benoit Coulombe; Alexander Marini; Ararat Yesayan

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

An analytic formula for the equilibrium

✍ Yu. V. Abramovich; P. N. Kobtsev 📂 Article 📅 1971 🏛 Springer US 🌐 English ⚖ 99 KB

An asymptotic formula for the variance o

✍ Adolf Hildebrand 📂 Article 📅 1983 🏛 Springer-Verlag 🌐 French ⚖ 864 KB

An explicit variance formula for the Box

✍ Zhenlin Yang; Tilak Abeysinghe 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 87 KB

Estimates for the variance of positive q

✍ Klaus-Jürgen Förster 📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 538 KB

An analytical formula for the range of i

✍ J. Martan 📂 Article 📅 1984 🏛 Elsevier Science 🌐 English ⚖ 154 KB

An analytical formula for the design of

✍ Pirani, G.; Zingarelli, V. 📂 Article 📅 1984 🏛 IEEE ⚖ 354 KB