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Contribution Details

Type Working Paper
Scope Discipline-based scholarship
Title Optimal Investments in Variance Swap Constracts under Stochastic Volatility
Organization Unit
Authors
  • Markus Leippold
  • L Wu
  • Daniel Egloff
Series Name NCCR
Date 2006
Official URL http://papers.ssrn.com/sol3/papers.cfm?abstract_id=903728
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