Discretely sampled variance and volatility swaps versus their continuous approximations (Q1945043): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discretely sampled variance and volatility swaps versus their continuous approximations |
scientific article |
Statements
Discretely sampled variance and volatility swaps versus their continuous approximations (English)
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2 April 2013
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variance swaps
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volatility swaps
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NFLVR
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semimartingales
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