A closed-form expansion approach for pricing discretely monitored variance swaps (Q1785402): Difference between revisions

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+https://doi.org/10.1016/j.orl.2015.06.003
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+CLOSED FORM PRICING FORMULAS FOR DISCRETELY SAMPLED GENERALIZED VARIANCE SWAPS
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+A CLOSED-FORM EXACT SOLUTION FOR PRICING VARIANCE SWAPS WITH STOCHASTIC VOLATILITY
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