Analytically pricing volatility swaps under stochastic volatility
Zhu, Song-Ping, Lian, Guang-HuaVolume:
288
Language:
english
Journal:
Journal of Computational and Applied Mathematics
DOI:
10.1016/j.cam.2015.04.036
Date:
November, 2015
File:
PDF, 270 KB
english, 2015