Optimal Variance Swaps Investments.

Autor: Lingyan Cao1 lycao@umd.edu, Zheng-Feng Guo2 zhengfeng.guo@vanderbilt.edu
Zdroj: IAENG International Journal of Applied Mathematics. 2011, Vol. 41 Issue 4, p334-338. 5p.
Databáze: Academic Search Ultimate