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Pricing Models of Volatility Products and Exotic Variance Derivatives

Pricing Models of Volatility Products and Exotic Variance Derivatives

Wendong Zheng / Yue Kuen Kwok

213,77 €
IVA incluido
Consulta disponibilidad
Editorial:
Taylor & Francis Ltd
Año de edición:
2022
Materia
Finanzas
ISBN:
9781032199023

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This book summarizes most of the recent research results in pricing models of derivatives on discrete realized variance and VIX. .

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