Volatility swap (English Wikipedia)

Analysis of information sources in references of the Wikipedia article "Volatility swap" in English language version.

refsWebsite

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1emanuelderman.com

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1semanticscholar.org

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doi.org

Barndorff-Nielsen, Ole E.; Shephard, Neil (May 2002). "Econometric analysis of realised volatility and its use in estimating stochastic volatility models". Journal of the Royal Statistical Society, Series B. 64 (2): 253–280. doi:10.1111/1467-9868.00336. S2CID 122716443.
Carr, Peter; Lee, Roger (2009-12-05). "Volatility Derivatives". Annual Review of Financial Economics. 1 (1): 319-339. doi:10.1146/annurev.financial.050808.114304.

emanuelderman.com

Derman, Emanuel; Dmeterfi, Kresimir; Kamal, Michael; Zou, Joseph. "More Than You Ever Wanted To Know About Volatility Swaps" (PDF). Quantitative Strategis Research Notes. Goldman Sachs. Retrieved 16 December 2019.

semanticscholar.org

api.semanticscholar.org

Barndorff-Nielsen, Ole E.; Shephard, Neil (May 2002). "Econometric analysis of realised volatility and its use in estimating stochastic volatility models". Journal of the Royal Statistical Society, Series B. 64 (2): 253–280. doi:10.1111/1467-9868.00336. S2CID 122716443.