THE VARIANCE SWAP CONTRACT UNDER THE CEV PROCESS (Q3643591): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE VARIANCE SWAP CONTRACT UNDER THE CEV PROCESS |
scientific article |
Statements
THE VARIANCE SWAP CONTRACT UNDER THE CEV PROCESS (English)
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9 November 2009
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variance swap
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log contract
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CEV process
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asymptotic methods
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