Volatility swaps and volatility options on discretely sampled realized variance (Q1991924)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility swaps and volatility options on discretely sampled realized variance |
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Volatility swaps and volatility options on discretely sampled realized variance (English)
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2 November 2018
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realized variance
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variance swaps
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volatility swaps
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variance options
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stochastic volatility
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Fourier-cosine series
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