GARCH and volatility swaps (Q4610268)
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scientific article; zbMATH DE number 7002158
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | GARCH and volatility swaps |
scientific article; zbMATH DE number 7002158 |
Statements
15 January 2019
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GARCH
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volatility swaps
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hedging
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partial differential equation
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GARCH and volatility swaps (English)
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