Variance swaps under multiscale stochastic volatility of volatility (Q2671216)
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English | Variance swaps under multiscale stochastic volatility of volatility |
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Variance swaps under multiscale stochastic volatility of volatility (English)
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3 June 2022
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variance swap
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stochastic volatility
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stochastic volatility of volatility
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asymptotic expansion
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