Towards a theory of volatility trading (Q2771113)

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scientific article; zbMATH DE number 1705220
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English
Towards a theory of volatility trading
scientific article; zbMATH DE number 1705220

    Statements

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    19 August 2002
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    volatility
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    delta-hedging
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    contract
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    vol swap
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    Towards a theory of volatility trading (English)
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