Variance Swaps Under Multiscale Stochastic Volatility of Volatility

Economics, Econometrics and Finance

• Volatility 100%
• Pricing 25%
• Measure of Dispersion 20%
• Demand 4%
• Elasticity 4%

Mathematics

• Variance 20%
• Parameters 8%
• Derivatives 8%
• Closed Form 4%
• Elasticities 4%
• Asymptotics 4%
• Stochastic Volatility 4%
• Stochastic Volatility Model 4%
• Form Formula 4%
• Strike Price 4%
• Heston Model 4%

Social Sciences

• Stochastics 16%
• Parameter 8%
• Prices 8%
• Standards 4%
• Feature 4%
• Contract Law 4%
• Strikes 4%