GARCH and volatility swaps (Q4610268): Difference between revisions

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scientific article; zbMATH DE number 7002158
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English
GARCH and volatility swaps
scientific article; zbMATH DE number 7002158

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    15 January 2019
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    GARCH
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    volatility swaps
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    hedging
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    partial differential equation
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    GARCH and volatility swaps (English)
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