THE VARIANCE SWAP CONTRACT UNDER THE CEV PROCESS (Q3643591): Difference between revisions

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Latest revision as of 04:09, 2 July 2024

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THE VARIANCE SWAP CONTRACT UNDER THE CEV PROCESS
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    THE VARIANCE SWAP CONTRACT UNDER THE CEV PROCESS (English)
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    9 November 2009
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    variance swap
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    log contract
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    CEV process
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    asymptotic methods
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