Pricing bounds for volatility derivatives via duality and least squares Monte Carlo (Q1626511)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing bounds for volatility derivatives via duality and least squares Monte Carlo |
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Pricing bounds for volatility derivatives via duality and least squares Monte Carlo (English)
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27 November 2018
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VIX derivatives
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convex conjugate
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least squares Monte Carlo
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pricing bounds
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