Comparison of model for pricing volatility swaps

Nestor Romero Navarro

Research output: Working paper

990 Downloads (Pure)
Original languageEnglish
PublisherBanco Central de Chile
Publication statusPublished - 12 Dec 2013

Publication series

NameDocumentos de Trabajo
PublisherBanco Central de Chile
ISSN (Electronic)0717-4411
NameWorking Papers of the Central Bank of Chile
PublisherBanco Central de Chile
No.708

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