Zhu and Lian [ 4 ] also presented an approach to obtain a closed-form formula for variance swaps based on the discretely-sampled realized variance with the realized variance

Also financial advisor needs to be more engaged with the investor during tough times. The efforts from the advisor should be four times of normal days during

In this paper, we have applied the approach proposed by Zhu & Lian [19] to price variance swaps with the real- ized variance defined as the sum of the log return of the

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NOTE: The technology section on this form may be used in the long-range plan required by Indiana public library standards. Because a long-range plan can cover up to five

Heather Crawford, CCLS, Child Life Specialist, Children's Hospital of Eastern Ontario Maureen Jones, CCLS, Child Life Specialist, Children's Hospital of Eastern Ontario.. Redrawing

Finally, for incorporating regime switching in pricing discretely-sampled variance swaps, Futami [43] estimated the business cycle using observable information obtained from

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More efficient cellulolytic soil fungal species were assayed for extracellular endogluconase and filter paperase activity at different time of incubation (24, 48, 72, 96