Robust Pricing and Hedging of Options on Variance

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Date: 2010-06-26 11:24:02 Mathematical finance Brownian motion Colloidal chemistry Variance swap Martingale Local martingale Stopping time Economic model Statistics Stochastic processes Martingale theory		Robust Pricing and Hedging of Options on Variance Add to Reading List Source URL: www.fields.utoronto.ca Download Document from Source Website File Size: 2,44 MB Share Document on Facebook

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