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Static Replication Intuition 21
题目
Why does the classic static-replication formula for a variance swap involve a strip of OTM options and a log-contract identity?
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提交作答时记录，用于后续平均用时统计。
题目
Why does the classic static-replication formula for a variance swap involve a strip of OTM options and a log-contract identity?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。