Optimal investment of variance-swaps in jump-diffusion market with regime-switching (Q1655762)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment of variance-swaps in jump-diffusion market with regime-switching |
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Optimal investment of variance-swaps in jump-diffusion market with regime-switching (English)
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9 August 2018
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jump-diffusion
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regime-switching
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variance swaps
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optimal investment
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