Pricing and hedging contingent claims using variance and higher order moment swaps
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Publication:4555095
DOI10.1080/14697688.2016.1224373zbMath1402.91812OpenAlexW3122050103MaRDI QIDQ4555095
Leonidas S. Rompolis, Elias Tzavalis
Publication date: 19 November 2018
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2016.1224373
Related Items (2)
Cites Work
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