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Latest revision as of 10:46, 30 July 2024

scientific article; zbMATH DE number 6934618
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English
Prices and Asymptotics for Discrete Variance Swaps
scientific article; zbMATH DE number 6934618

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    Prices and Asymptotics for Discrete Variance Swaps (English)
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    11 September 2018
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    discrete variance swap
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    Heston model
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    Hull-White model
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    Schöbel-Zhu model
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