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Journal Articles Applied Mathematical Finance Year : 2014

Forward Variance Dynamics: Bergomi’s Model Revisited

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hal-01108244 , version 1 (22-01-2015)

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Sidi Mohamed Ould Aly. Forward Variance Dynamics: Bergomi’s Model Revisited. Applied Mathematical Finance, 2014, 21 (1), pp.23. ⟨10.1080/1350486X.2013.812329⟩. ⟨hal-01108244⟩
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