Replicating the Variance Swap | Zendy

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Replicating the Variance Swap

Author(s) -

Frans de Weert

Publication year - 2012

Language(s) - English

Resource type - Book series

DOI - 10.1002/9781119208730.app2

Subject(s) - swap (finance) , variance swap , variance (accounting) , citation , computer science , econometrics , library science , mathematics , economics , volatility swap , accounting , volatility (finance) , finance , implied volatility

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