THE VARIANCE SWAP CONTRACT UNDER THE CEV PROCESS

International Journal of Theoretical and Applied Finance 2009 / 08 Vol. 12; Iss. 5

THE VARIANCE SWAP CONTRACT UNDER THE CEV PROCESS

JORDAN, RICHARD, TIER, CHARLES
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Volume:
12
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024909005403
Date:
August, 2009
File:
PDF, 487 KB
english, 2009
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