Static Replication of Forward-Start Claims and Realized Variance Swaps (Q3565101)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Static Replication of Forward-Start Claims and Realized Variance Swaps |
scientific article |
Statements
Static Replication of Forward-Start Claims and Realized Variance Swaps (English)
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27 May 2010
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static replication
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realized variance swap
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binary option
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barrier option
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