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Pricing variance swaps under a stochastic interest rate and volatility model with regime-switching

✍ Scribed by Shen, Yang; Siu, Tak Kuen

Book ID: 120076424
Publisher: Elsevier Science
Year: 2013
Tongue: English
Weight: 294 KB
Volume: 41
Category: Article
ISSN: 0167-6377
DOI: 10.1016/j.orl.2012.12.008

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