Performance of Tail Hedged Portfolio with Third Moment Variation Swap
Crossref DOI link: https://doi.org/10.1007/s10614-016-9593-0
Published Online: 2016-06-17
Published Print: 2017-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Lee, Kyungsub
Seo, Byoung Ki http://orcid.org/0000-0002-0114-9347
Funding for this research was provided by:
Ulsan National Institute of Science and Technology (1.120071.01)
License valid from 2016-06-17