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- 15 Is the VIX more similar to a volatility swap or a variance swap?
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- 10 Expectation of Gamma times S$^2$ in Black-Scholes model
- 9 Anticipating stochastic integral $\int_0^T W_T dW_t$
- 8 Black and Scholes pricing
- 7 Option pricing with Brownian Bridge
- 5 Conditions for implied volatility to attain a minimum (or maximum) value
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