A Guide to Volatility and Variance Swaps
| Year of publication: |
1999
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|---|---|
| Authors: | Demeterfi, Kresimir ; Derman, Emanuel ; Kamal, Michael ; Zou, Joseph |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Institutional Investor, ISSN 1074-1240, ZDB-ID 11690045. - Vol. 6.1999, 4, p. 9-32
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