VARIANCE TERM STRUCTURE AND VIX FUTURES PRICING (Q3444867)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | VARIANCE TERM STRUCTURE AND VIX FUTURES PRICING |
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VARIANCE TERM STRUCTURE AND VIX FUTURES PRICING (English)
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5 June 2007
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stochastic volatility
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variance term structure
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arbitrage-free model
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volatility derivatives
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VIX futures
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