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Variance Swaps with Deterministic and Stochastic Correlations

Han, Ah-Reum, Kim, Jeong-Hoon, Kim, See-Woo
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Journal:
Computational Economics
DOI:
10.1007/s10614-020-10002-8
Date:
June, 2020
File:
PDF, 1.85 MB
2020
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