Volatility swaps valuation under stochastic volatility with jumps and stochastic intensity (Q2009351)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility swaps valuation under stochastic volatility with jumps and stochastic intensity |
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Volatility swaps valuation under stochastic volatility with jumps and stochastic intensity (English)
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28 November 2019
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stochastic volatility model with jumps
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stochastic intensity
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volatility derivatives
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pricing
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