Static Replication of Forward-Start Claims and Realized...

Static Replication of Forward-Start Claims and Realized Variance Swaps

Baldeaux, Jan, Rutkowski, Marek
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Volume:
17
Language:
english
Journal:
Applied Mathematical Finance
DOI:
10.1080/13504860903075621
Date:
April, 2010
File:
PDF, 267 KB
english, 2010
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