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Marcus Adam, Jochen Strähle, Matthias Freise
Pág. 49 - 67
In recent years the share economy has gained widespread success across different industries. Since small firms and new ventures obtain fewer resources, an increased focus on service allows them to differentiate and compete with cost pressure in tradition...
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Alan De Genaro Dario
Pág. pp. 203 - 228
Volatility swaps are contingent claims on future realized volatility. Variance swaps are similar instruments on future realized variance, the square of future realized volatility. Unlike a plain vanilla option, whose volatility exposure is contaminated b...
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Jorge C. Kapotas,Pedro Paulo Schirmer,Sandro Magalhães Manteiga
Pág. pp. 1 - 21
In this work we consider the pricing of a special class of volatility derivatives, the so-called variance swaps. The fair value of a variance swap is equal to the expected value of the realized variance of the underlying of the swap during the lifetime o...
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