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~isPartOf:"International journal of theoretical and applied finance"
~language:"eng"
~person:"Tsuzuki, Yukihiro"
~person:"Yamada, Toshihiro"
~subject:"Black-Scholes model"
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Hedging European derivatives with the polynomial variance swap under uncertain volatility environments
Takahashi, Akihiko
;
Tsuzuki, Yukihiro
;
Yamazaki, Akira
- In:
International journal of theoretical and applied finance
14
(
2011
)
4
,
pp. 485-505
Persistent link: https://www.econbiz.de/10009269373
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