Static Replication of Forward-Start Claims and Realized Variance Swaps
| Year of publication: |
2010
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|---|---|
| Authors: | Baldeaux, Jan ; Rutkowski, Marek |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 17.2010, 2, p. 99-132
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