HEDGING (CO)VARIANCE RISK WITH VARIANCE SWAPS (Q3100994): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | HEDGING (CO)VARIANCE RISK WITH VARIANCE SWAPS |
scientific article |
Statements
HEDGING (CO)VARIANCE RISK WITH VARIANCE SWAPS (English)
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22 November 2011
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Wishart affine stochastic correlation model
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complete and incomplete markets
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variance swaps
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Fourier transform
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