Analytically pricing volatility swaps under stochastic volatility (Q2351082)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analytically pricing volatility swaps under stochastic volatility |
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Analytically pricing volatility swaps under stochastic volatility (English)
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22 June 2015
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volatility swaps
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Heston model
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stochastic volatility
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characteristic function
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