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~isPartOf:"Applied mathematical finance"
~isPartOf:"International review of financial analysis"
~person:"Goard, Joanna"
~subject:"Black-Scholes model"
~subject:"Derivat"
~subject:"Hedge fund"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Graue Literatur"
~type_genre:"Non-commercial literature"
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A time-dependent variance model for pricing variance and volatility swaps
Goard, Joanna
- In:
Applied mathematical finance
18
(
2011
)
1/2
,
pp. 51-70
Persistent link: https://www.econbiz.de/10009155489
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