Variance swap dynamics (Q5397410)
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scientific article; zbMATH DE number 6260363
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variance swap dynamics |
scientific article; zbMATH DE number 6260363 |
Statements
Variance swap dynamics (English)
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20 February 2014
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empirical finance
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equities
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volatility modelling
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term structure
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