Options on Realized Variance in Log-OU Models
Sat, 18 Feb 2012 04:29:06 GMT
Applied Mathematical Finance, Volume 0, Issue 0, Page 1-18, Ahead of Print.
Sat, 18 Feb 2012 04:29:06 GMT
Applied Mathematical Finance, Volume 0, Issue 0, Page 1-18, Ahead of Print.
finance, mathematics, statistics, mathematical finance, actuarial science, derivatives, variance, variance swap, variance risk premium, education
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