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Closed-form solutions for VIX derivatives in a Legendre empirical model

Fuente: arXiv

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Bibliographic Details
Main Authors:	Wang, Ying-Li, Xu, Cheng-Long, He, Ping
Format:	Preprint
Published:	2023
Subjects:	Pricing of Securities Risk Management 91G20, 60J25, 65C30
Online Access:	Acceder al recurso
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