Non-parametric pricing of long-dated volatility derivatives under stochastic interest rates (Q5001185)
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scientific article; zbMATH DE number 7372445
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-parametric pricing of long-dated volatility derivatives under stochastic interest rates |
scientific article; zbMATH DE number 7372445 |
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Non-parametric pricing of long-dated volatility derivatives under stochastic interest rates (English)
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16 July 2021
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