Model-independent hedging strategies for variance swaps
Year of publication: |
2012
|
---|---|
Authors: | Hobson, David G. ; Klimmek, Martin |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 16.2012, 4, p. 611-649
|
Subject: | Theorie | Theory | Hedging | Swap | Finanzkrise | Financial crisis |
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