Hedging European Derivatives with the Polynomial Variance Swap under Uncertain Volatility Environments
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References listed on IDEAS
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More about this item
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-09-05 (All new papers)
- NEP-FMK-2009-09-05 (Financial Markets)
- NEP-UPT-2009-09-05 (Utility Models & Prospect Theory)
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