Is the Variance Swap Rate Affine in the Spot Variance? Evidence From S&P500 Data
Keyword(s):
2013 ◽
Vol 13
(5)
◽
pp. 675-685
◽
Keyword(s):
2006 ◽
Vol 11
(4)
◽
pp. 334-344
◽
Keyword(s):
Keyword(s):
2018 ◽
Vol 11
(1)
◽
pp. 11
◽
Keyword(s):
2013 ◽
Vol 161
(1)
◽
pp. 76-89
◽