Skip to content
White Paper

Testing Derivatives Pricing Models under Higher-Order Moment Swaps

June 13, 2019

Parametric models can be used to price and hedge higher-order moment swaps. Ako Doffou uses three such models to test pricing accuracy and to determine which one most improves hedging performance.

Explore All White Papers

Visit our extensive library of white papers on financial risk, AI, sustainability and climate, and more.