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Pricing variance swaps under stochastic volatility with an ..:
Jia, Zhaoli
;
Bi, Xiuchun
;
Zhang, Shuguang
Journal of Systems Science and Complexity. 28 (2015) 6 - p. 1412-1425 , 2015
Link:
https://doi.org/10.1007/s11424-015-3165-6
RT Journal T1 <Title>Pricing variance swaps under stochastic volatility with an Ornstein-Uhlenbeck process</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1007_s11424-015-3165-6&Exemplar=1&LAN=DE A1 Jia, Zhaoli A1 Bi, Xiuchun A1 Zhang, Shuguang PB Springer Science and Business Media LLC YR 2015 SN 1009-6124 SN 1559-7067 JF Journal of Systems Science and Complexity VO 28 IS 6 SP 1412 OP 1425 LK http://dx.doi.org/https://doi.org/10.1007/s11424-015-3165-6 DO https://doi.org/10.1007/s11424-015-3165-6 SF ELIB - SuUB Bremen
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