Pricing variance and volatility swaps in a stochastic volatility model with regime switching: discrete observations case
Elliott, Robert J., Lian, Guang-HuaVolume:
13
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697688.2012.676208
Date:
May, 2013
File:
PDF, 339 KB
english, 2013