A CLOSED-FORM EXACT SOLUTION FOR PRICING VARIANCE SWAPS WITH STOCHASTIC VOLATILITY
نویسندگان
چکیده
منابع مشابه
Pricing Variance Swaps with Stochastic Volatility
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ژورنال
عنوان ژورنال: Mathematical Finance
سال: 2010
ISSN: 0960-1627
DOI: 10.1111/j.1467-9965.2010.00436.x