Analytically pricing volatility swaps and volatility options with discrete sampling: nonlinear payoff volatility derivatives (Q2025470)
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scientific article; zbMATH DE number 7348030
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analytically pricing volatility swaps and volatility options with discrete sampling: nonlinear payoff volatility derivatives |
scientific article; zbMATH DE number 7348030 |
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Analytically pricing volatility swaps and volatility options with discrete sampling: nonlinear payoff volatility derivatives (English)
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14 May 2021
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volatility swaps
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volatility options
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discrete sampling
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analytical pricing formula0,3
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