方差互换 - 引用次数：1参考来源 - 方差衍生产品定价与控制变量蒙特卡罗方法 Variance Derivatives Pricing and Control Variate Monte Carlo Method
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Variance swap
abstract:A variance swap is an over-the-counter financial derivative that allows one to speculate on or hedge risks associated with the magnitude of movement, i.e.