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PRICING COVARIANCE SWAPS FOR BARNDORFF–NIELSEN AND SHEPHARD PROCESS DRIVEN FINANCIAL MARKETS
HABTEMICAEL, SEMERE, SENGUPTA, INDRANILVolume:
11
Language:
english
Journal:
Annals of Financial Economics
DOI:
10.1142/S2010495216500123
Date:
September, 2016
File:
PDF, 390 KB
english, 2016