A variance swap in which the buyer (the long) receives, at maturity, the realized daily variance of the reference underlying...

A variance swap in which the buyer (the long) receives, at maturity, the realized daily variance of the reference underlying...

A variation on variance swaps which weights the periodic squared return of the underlying by the ratio of current price...

A variation on variance swaps which weights the periodic squared return of the underlying by the ratio of current price to initial...