| _version_ |
1826312199514095616
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| author |
Chassenieux, T
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| author_facet |
Chassenieux, T
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| author_sort |
Chassenieux, T
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| collection |
OXFORD
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| description |
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| first_indexed |
2024-03-07T08:25:29Z
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| format |
Thesis
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| id |
oxford-uuid:f410c589-a6f3-4b09-94e4-098a2404ce09
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| institution |
University of Oxford
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| last_indexed |
2024-03-07T08:25:29Z
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| publishDate |
2009
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| publisher |
Mathematical Institute;University of Oxford
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| record_format |
dspace
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| spelling |
oxford-uuid:f410c589-a6f3-4b09-94e4-098a2404ce092024-02-12T11:34:54ZIndifference Price and Optimal Hedging Performance for Variance SwapsThesishttp://purl.org/coar/resource_type/c_db06uuid:f410c589-a6f3-4b09-94e4-098a2404ce09Mathematical Institute - ePrintsMathematical Institute;University of Oxford2009Chassenieux, T
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| spellingShingle |
Chassenieux, T
Indifference Price and Optimal Hedging Performance for Variance Swaps
|
| title |
Indifference Price and Optimal Hedging Performance for Variance Swaps
|
| title_full |
Indifference Price and Optimal Hedging Performance for Variance Swaps
|
| title_fullStr |
Indifference Price and Optimal Hedging Performance for Variance Swaps
|
| title_full_unstemmed |
Indifference Price and Optimal Hedging Performance for Variance Swaps
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| title_short |
Indifference Price and Optimal Hedging Performance for Variance Swaps
|
| title_sort |
indifference price and optimal hedging performance for variance swaps
|
| work_keys_str_mv |
AT chassenieuxt indifferencepriceandoptimalhedgingperformanceforvarianceswaps
|