Pricing variance and volatility swaps in a stochastic...

Pricing variance and volatility swaps in a stochastic volatility model with regime switching: discrete observations case

Elliott, Robert J., Lian, Guang-Hua
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:
13
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697688.2012.676208
Date:
May, 2013
File:
PDF, 339 KB
english, 2013
Conversion to is in progress
Conversion to is failed