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Modeling variance risk premium. (English) Zbl 1383.62240

Corazza, Marco (ed.) et al., Mathematical and statistical methods for actuarial sciences and finance. MAF 2016. Selected papers based on the presentations at the conference, Paris, France, March 30 – April 1, 2016. Cham: Springer (ISBN 978-3-319-50233-5/hbk; 978-3-319-50234-2/ebook). 129-141 (2017).
MSC:  62P05 62H20 91G20
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