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"Model-independent hedging strategies for variance swaps."

David Hobson, Martin Klimmek (2012)

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DOI: 10.1007/S00780-012-0190-3

access: closed

type: Journal Article

metadata version: 2020-07-22

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  - https://dblp.org/rec/journals/fs/HobsonK12
David Hobson, Martin Klimmek:
Model-independent hedging strategies for variance swaps. Finance Stochastics 16(4): 611-649 (2012)

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