On the pricing and hedging of volatility derivatives (Q4672757)
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scientific article; zbMATH DE number 2164110
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the pricing and hedging of volatility derivatives |
scientific article; zbMATH DE number 2164110 |
Statements
On the pricing and hedging of volatility derivatives (English)
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3 May 2005
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partial differential equation
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approximate solutions
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