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dc.contributor.author
Drimus, Gabriel
dc.contributor.author
Farkas, Walter
dc.contributor.author
Gourier, Elise
dc.date.accessioned
2017-06-12T16:48:53Z
dc.date.available
2017-06-12T16:48:53Z
dc.date.issued
2016-12
dc.identifier.issn
1460-1559
dc.identifier.issn
1755-2850
dc.identifier.other
10.21314/JCF.2016.314
dc.identifier.uri
http://hdl.handle.net/20.500.11850/123256
dc.language.iso
en
dc.publisher
Incisive Media
dc.subject
Options
dc.subject
Variance swaps
dc.subject
Stochastic volatility
dc.title
Valuation of options on discretely sampled variance: A general analytic approximation
dc.type
Journal Article
ethz.journal.title
Journal of Computational Finance
ethz.journal.volume
20
ethz.journal.issue
2
ethz.pages.start
39
ethz.pages.end
66
ethz.notes
Published online 18 May 2016.
ethz.identifier.wos
ethz.identifier.scopus
ethz.identifier.nebis
005256927
ethz.publication.place
London
ethz.publication.status
published
ethz.date.deposited
2017-06-12T16:53:33Z
ethz.source
ECIT
ethz.identifier.importid
imp593654e974f3f54128
ethz.ecitpid
pub:185637
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-12T16:18:09Z
ethz.rosetta.lastUpdated
2017-07-12T16:18:09Z
ethz.rosetta.versionExported
true
ethz.COinS
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