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Pricing Models of Volatility Products and Exotic Variance Derivatives
Hardcover
Series: Chapman and Hall/CRC Financial Mathematics
Investing & FinanceGeneral Mathematics
ISBN13: 9781032199023
Publisher: Crc Pr Inc
Published: May 14 2022
Pages: 268
Weight: 1.27
Height: 0.69 Width: 6.14 Depth: 9.21
Language: English
This book summarizes most of the recent research results in pricing models of derivatives on discrete realized variance and VIX. .
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