World textile colorants market forecast to expand by 7.5% per annum

2020 ◽  
Vol 2020 (11-12) ◽  
pp. 2
Keyword(s):  
Author(s):  
Salvatore Carta ◽  
Sergio Consoli ◽  
Luca Piras ◽  
Alessandro Sebastian Podda ◽  
Diego Reforgiato Recupero

2014 ◽  
Vol 2014 ◽  
pp. 1-6 ◽  
Author(s):  
Halim Zeghdoudi ◽  
Abdellah Lallouche ◽  
Mohamed Riad Remita

This paper focuses on the pricing of variance and volatility swaps under Heston model (1993). To this end, we apply this model to the empirical financial data: CAC 40 French Index. More precisely, we make an application example for stock market forecast: CAC 40 French Index to price swap on the volatility using GARCH(1,1) model.


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