Valuing Volatility and Variance Swaps for a Non‐Gaussian...

Valuing Volatility and Variance Swaps for a Non‐Gaussian Ornstein–Uhlenbeck Stochastic Volatility Model

Benth, Fred Espen, Groth, Martin, Kufakunesu, Rodwell
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
14
Language:
english
Journal:
Applied Mathematical Finance
DOI:
10.1080/13504860601170609
Date:
September, 2007
File:
PDF, 528 KB
english, 2007
Conversion to is in progress
Conversion to is failed