Pricing forward-start variance swaps with stochastic volatility (Q902796): Difference between revisions
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Latest revision as of 07:54, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing forward-start variance swaps with stochastic volatility |
scientific article |
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Pricing forward-start variance swaps with stochastic volatility (English)
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4 January 2016
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variance swaps
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Heston model
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characteristic function
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stochastic volatility
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