AN ANALYTICAL APPROACH FOR VARIANCE SWAPS WITH AN ORNSTEIN–UHLENBECK PROCESS
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: The ANZIAM Journal
سال: 2017
ISSN: 1446-1811,1446-8735
DOI: 10.1017/s1446181117000268