JP Morgan research paper written by Sebestian Bossu can be download via
http://math.uchicago.edu/~sbossu/VarSwaps.pdf
http://math.uchicago.edu/~sbossu/CorrelFundamentals.pdf
Enjoy!
[此贴子已经被作者于2008-4-11 1:01:09编辑过]
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