Multivariate Variance Swap Using Generalized Variance Method for Stochastic Volatility models

Fuente: arXiv

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Bibliographic Details
Main Authors:	Gebresilassie, Semere, Gebreslasie, Mulue, Lin, Minglian
Format:	Preprint
Published:	2025
Subjects:	Mathematical Finance
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2510.20047