Volatility and variance swaps and options in the fractional...

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Volatility and variance swaps and options in the fractional SABR model

Kim, See-Woo, Kim, Jeong-Hoon
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Journal:
The European Journal of Finance
DOI:
10.1080/1351847X.2020.1775671
Date:
June, 2020
File:
PDF, 2.36 MB
2020
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