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1 Ergebnisse
1
PRICING VARIANCE SWAPS UNDER DOUBLE HESTON STOCHASTIC VOLAT..:
Wu, Huojun
;
Jia, Zhaoli
;
Yang, Shuquan
.
Probability in the Engineering and Informational Sciences. 36 (2021) 2 - p. 564-580 , 2021
Link:
https://doi.org/10.1017/s0269964820000662
RT Journal T1 <Title>PRICING VARIANCE SWAPS UNDER DOUBLE HESTON STOCHASTIC VOLATILITY MODEL WITH STOCHASTIC INTEREST RATE</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1017_s0269964820000662&Exemplar=1&LAN=DE A1 Wu, Huojun A1 Jia, Zhaoli A1 Yang, Shuquan A1 Liu, Ce PB Cambridge University Press (CUP) YR 2021 SN 0269-9648 SN 1469-8951 JF Probability in the Engineering and Informational Sciences VO 36 IS 2 SP 564 OP 580 LK http://dx.doi.org/https://doi.org/10.1017/s0269964820000662 DO https://doi.org/10.1017/s0269964820000662 SF ELIB - SuUB Bremen
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