Pages that link to "Item:Q3565101"
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The following pages link to Static Replication of Forward-Start Claims and Realized Variance Swaps (Q3565101):
Displaying 5 items.
- ON OPTIMAL SUPER-HEDGING AND SUB-HEDGING STRATEGIES (Q2862515) (← links)
- Exchangeability-type properties of asset prices (Q3173000) (← links)
- A Stieltjes Approach to Static Hedges (Q4561949) (← links)
- Is the Variance Swap Rate Affine in the Spot Variance? Evidence from S&P500 Data (Q4994351) (← links)
- Static replication of European standard dispersion options (Q5079371) (← links)
