MULTI-ASSET STOCHASTIC LOCAL VARIANCE CONTRACTS (Q3069956)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MULTI-ASSET STOCHASTIC LOCAL VARIANCE CONTRACTS |
scientific article |
Statements
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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