A CLOSED-FORM EXACT SOLUTION FOR PRICING VARIANCE SWAPS WITH STOCHASTIC VOLATILITY

✍ Scribed by Song-Ping Zhu; Guang-Hua Lian

• Book ID: 111043189
• Publisher: John Wiley and Sons
• Year: 2010
• Tongue: English
• Weight: 204 KB
• Volume: 21
• Category: Article
• ISSN: 0960-1627
• DOI: 10.1111/j.1467-9965.2010.00436.x