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Recent developments in Mathematical Finance
www.math.kth.se
We find that market quotes for variance swaps are surprisingly close to the model-free bounds we determine. Joint work with Jan Oblój and Vimal Raval.
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Telephone & Addresses
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Arbitrage Bounds for Prices of Weighted Variance Swaps
ideas.repec.org
Downloadable! We develop robust pricing and hedging of a weighted variance swap when market prices for a finite number of co--maturing put options are given....
Interests
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Business Profiles
Vimal Raval - Business Analyst at Abbacus Technologies - Abbacus...
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Private Homepages
Vimal Raval
vkraval207.blogspot.com
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VIMAL RAVAL, PRINCIPAL-VVV SCHOOL DHRANGADHRA
vimalravalprincipal.blogspot.com
રવિવાર, 15 માર્ચ, આમના દ્વારા પોસ્ટ કરેલા Beti bachao abhiyan Vimal Raval પર 11:24 PM ટિપ્પણીઓ નથી: · આ ઇમેઇલ કરોઆને ...
User Vimal Raval - Stack Overflow
stackoverflow.com
Vimal Raval. Apparently, this user prefers to keep an air of mystery about them. 2 answers. 1 question. ~10k people reached. Member for 3 years, 10 months ...
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Education
Satish Vimal Raval - Biography
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Currently, Satish Vimal Raval occupies the position of Chairman & Managing Director at KCCL Plastic Ltd. Mr. Raval is also on the board of Earth Exim Ltd.,...
Related Documents
Pricing of Securities authors/titles Jan 2010
arxiv.org
Authors: Mark H.A. Davis, Jan Obloj, Vimal Raval. Comments: 25 pages, 4 figures. Subjects: Pricing of Securities (q-fin.PR). [8] arXiv: [pdf, ps, other].
Arbitrage Bounds for Prices of Weighted Variance Swaps by Mark Davis,...
papers.ssrn.com
We develop a theory of robust pricing and hedging of a weighted variance swap given market prices for a finite number of co‐maturing put options. We assume the
Vimal Raval - Academia.edu
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Academia.edu is a place to share and follow research.
[ v1] Arbitrage Bounds for Weighted Variance Swap Prices
arxiv.org
Mark HA Davis, Jan Obloj, Vimal Raval. Consider a frictionless market trading a finite number of co-maturing European call and put options ...
Publications
EconPapers: Arbitrage Bounds for Prices of Weighted Variance Swaps
econpapers.repec.org
By Mark H. A. Davis, Jan Obloj and Vimal Raval; Abstract: We develop robust pricing and hedging of a weighted variance swap when market prices for a finite number of ...
Miscellaneous
Vimal Raval - Voice Engineer - JPMorgan Chase | LinkedIn
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View Vimal Raval's profile on LinkedIn, the world's largest professional community. Vimal has 4 jobs listed on their profile. See the complete profile on LinkedIn ...
vimal raval | LinkedIn
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Satish Vimal Raval - Biographie
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Currently, Satish Vimal Raval is Chairman & Managing Director at KCCL Plastic Ltd. Mr. Raval is also on the board of Earth Exim Ltd., Kesar Greenfield...
Vimal Raval (raval0154) – Profil | Pinterest
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Raval Vimal,Nandasan | iPhone App Developer | Truelancer Profile
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vimal raval [ waterjump ] : IndiaGrid HomePage
kuwait.indiagrid.com
About Me, : Im an indian priest who perfom weddings in english. Member Since, : URL, : http://waterjump-home.IndiaGrid.com. Community, : New ...
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Dr Vimal Raval @drvimalraval Instagram Videos and Photos
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Endangered Species - Essay
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Read this Miscellaneous Essay and over 89,000 other research documents. Endangered Species. Vimal Raval Prof. Clancy The American Alligator is an amazing...
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