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Valuing Volatility and Variance Swaps for a Non‐Gaussian Ornstein–Uhlenbeck Stochastic Volatility Model
Benth, Fred Espen, Groth, Martin, Kufakunesu, RodwellVolume:
14
Language:
english
Journal:
Applied Mathematical Finance
DOI:
10.1080/13504860601170609
Date:
September, 2007
File:
PDF, 528 KB
english, 2007