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scientific article; zbMATH DE number 6723413
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scientific article; zbMATH DE number 6723413

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    author
    Chonnawat Chunhawiksit
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    Sanae Rujivan
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    publication date
    26 May 2017
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    zbMATH DE Number
    6723413
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    zbMATH Keywords
    variance swaps
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    discretely sampling
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    Schwartz's model
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    commodity prices
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