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scientific article
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scientific article

    Statements

    author
    Jun Mei Ma
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    Jing Zhou
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    Cheng-long Xu
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    publication date
    5 February 2011
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    zbMATH Keywords
    derivatives
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    variance swap
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    stochastic volatility
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    Monte Carlo method
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    control variate
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    Identifiers

    Mathematics Subject Classification ID
    91G60
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    91G20
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    65C05
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    zbMATH DE Number
    5845883
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