Variance swaps under multiscale stochastic volatility of volatility (Q2671216)

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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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