Pricing forward-start variance swaps with stochastic volatility (Q902796): Difference between revisions

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+https://doi.org/10.1016/j.amc.2014.10.050
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+W1989265966
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+A CLOSED-FORM EXACT SOLUTION FOR PRICING VARIANCE SWAPS WITH STOCHASTIC VOLATILITY
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+On the valuation of variance swaps with stochastic volatility
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+Publication:902796