TARGET VOLATILITY OPTION PRICING (Q5389102)
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scientific article; zbMATH DE number 6027856
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | TARGET VOLATILITY OPTION PRICING |
scientific article; zbMATH DE number 6027856 |
Statements
TARGET VOLATILITY OPTION PRICING (English)
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24 April 2012
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volatility derivatives
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target volatility
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robust hedging
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quadratic variation
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Taylor expansion
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black and Scholes
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