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The top documents tagged [volatility derivatives]
Business
Derivativves & risk management
206 views
Business
Volatility indices, volatility forecasting, Granger causality
3.156 views
Documents
Essays in derivatives
143 views
Economy & Finance
Volatility derivatives and default risk
148 views
Documents
Paper Review: “On the Pricing and Hedging of Volatility Derivatives” by S. Howison, A. Rafailidis and H. Rasmussen (Applied Mathematical Finance J., 2004)
215 views