Volatility swaps and volatility options on discretely sampled realized variance (Q1991924)

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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)
    2 November 2018
    realized variance
    variance swaps
    volatility swaps
    variance options
    stochastic volatility
    Fourier-cosine series

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