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Convergence of strikes in variance and volatility swaps.

2021
openaire   +1 more source

Taylor-Made Volatility Swaps II

openaire   +1 more source

Pricing variance swaps with stochastic volatility

2009
openaire   +1 more source

Buying and selling volatility: Volatility swaps and unlawful market activity

2000
openaire   +1 more source
implied volatility
finance
stochastic volatility
swap finance
mathematics
business
monetary economics
interest rate swap
forward volatility
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