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Contribution Details

Type Master's Thesis
Scope Discipline-based scholarship
Title VIX derivatives pricing: The role of multifactor structure and long memory
Organization Unit
Authors
  • Michal Svaton
Supervisors
  • Hanlin Yang
  • Markus Leippold
Language
  • English
Institution University of Zurich
Faculty Faculty of Business, Economics and Informatics
Date 2016
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