Model-independent hedging strategies for variance swaps (Q693029): Difference between revisions
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Revision as of 17:08, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model-independent hedging strategies for variance swaps |
scientific article |
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Model-independent hedging strategies for variance swaps (English)
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7 December 2012
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variance swaps
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jumps
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hedging strategies
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Skorokhod embedding
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no-arbitrage prices
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model-independent bounds
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