Variance Swap Replication: Discrete or Continuous?

Author： Le Floc’h Fabien  

Publisher： MDPI

E-ISSN： 1911-8074|11|1|11-11

ISSN： 1911-8074

Source： Journal of Risk and Financial Management, Vol.11, Iss.1, 2018-02, pp. : 11-11

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