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Driver2Pdf - ph.ucla.edu · ATTRIBUTE SAMPLING in which is the sector variance computed by Formula (9.1) and the binomial variance computed by (11.4). Using data for the proportion

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Page 1: Driver2Pdf - ph.ucla.edu · ATTRIBUTE SAMPLING in which is the sector variance computed by Formula (9.1) and the binomial variance computed by (11.4). Using data for the proportion

Page 2: Driver2Pdf - ph.ucla.edu · ATTRIBUTE SAMPLING in which is the sector variance computed by Formula (9.1) and the binomial variance computed by (11.4). Using data for the proportion

Page 3: Driver2Pdf - ph.ucla.edu · ATTRIBUTE SAMPLING in which is the sector variance computed by Formula (9.1) and the binomial variance computed by (11.4). Using data for the proportion

Page 4: Driver2Pdf - ph.ucla.edu · ATTRIBUTE SAMPLING in which is the sector variance computed by Formula (9.1) and the binomial variance computed by (11.4). Using data for the proportion

Page 5: Driver2Pdf - ph.ucla.edu · ATTRIBUTE SAMPLING in which is the sector variance computed by Formula (9.1) and the binomial variance computed by (11.4). Using data for the proportion

Page 6: Driver2Pdf - ph.ucla.edu · ATTRIBUTE SAMPLING in which is the sector variance computed by Formula (9.1) and the binomial variance computed by (11.4). Using data for the proportion

Page 7: Driver2Pdf - ph.ucla.edu · ATTRIBUTE SAMPLING in which is the sector variance computed by Formula (9.1) and the binomial variance computed by (11.4). Using data for the proportion

Philip Nicolin - KTH · 2009-06-10 · Philip Nicolin. Abstract Synthetic variance swap rates, computed from currency option implied volatility quotes using the vanna-volga method,

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