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Pricing Volatility Swaps Under Heston's Stochastic Volatility Model with Regime Switching

✍ Scribed by Elliott, Robert J.; Kuen Siu, Tak; Chan, Leunglung

Book ID: 121083222
Publisher: Taylor and Francis Group
Year: 2007
Tongue: English
Volume: 14
Category: Article
ISSN: 1350-486X
DOI: 10.1080/13504860600659222

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