A Time-Dependent Variance Model for Pricing Variance and Volatility Swaps (Q3004475)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Time-Dependent Variance Model for Pricing Variance and Volatility Swaps |
scientific article |
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A Time-Dependent Variance Model for Pricing Variance and Volatility Swaps (English)
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3 June 2011
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variance swap
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volatility swap
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stochastic variance
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