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Quadratic Variance Swap Models

Quadratic Variance Swap Models

AuthorD. Filipović, L. Mancini, E. Gourier
JournalJournal of Financial Economics
Date1 Jan. 2016
CategoryAcademic Publications
Volumevol 119(1), pp 44-68
Linkhttps://www.sciencedirect.com/science/article/pii/S0304405X15001543?via%3Dihub

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