MULTI-ASSET STOCHASTIC LOCAL VARIANCE CONTRACTS (Q3069956): Difference between revisions

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Revision as of 16:56, 3 July 2024

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MULTI-ASSET STOCHASTIC LOCAL VARIANCE CONTRACTS
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    MULTI-ASSET STOCHASTIC LOCAL VARIANCE CONTRACTS (English)
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    2 February 2011
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    variance swap
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    basket option
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    stochastic volatility
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