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1 Ergebnisse
1
VOLATILITY SWAPS VALUATION UNDER A MODIFIED RISK-NEUTRALIZE..:
HE, XIN-JIANG
;
LIN, SHA
The ANZIAM Journal. 64 (2022) 3 - p. 250-263 , 2022
Link:
https://doi.org/10.1017/s144618112200013x
RT Journal T1
VOLATILITY SWAPS VALUATION UNDER A MODIFIED RISK-NEUTRALIZED HESTON MODEL WITH A STOCHASTIC LONG-RUN VARIANCE LEVEL
UL https://suche.suub.uni-bremen.de/peid=cr-10.1017_s144618112200013x&Exemplar=1&LAN=DE A1 HE, XIN-JIANG A1 LIN, SHA PB Cambridge University Press (CUP) YR 2022 SN 1446-1811 SN 1446-8735 JF The ANZIAM Journal VO 64 IS 3 SP 250 OP 263 LK http://dx.doi.org/https://doi.org/10.1017/s144618112200013x DO https://doi.org/10.1017/s144618112200013x SF ELIB - SuUB Bremen
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