Variance Swap Replication: Discrete or Continuous?

Journal of Risk and Financial Management 2018 / 02 Vol. 11; Iss. 1

Variance Swap Replication: Discrete or Continuous?

Le Floc’h, Fabien
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Volume:
11
Language:
english
Journal:
Journal of Risk and Financial Management
DOI:
10.3390/jrfm11010011
Date:
February, 2018
File:
PDF, 337 KB
english, 2018
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