Pricing variance and volatility swaps for Barndorff-Nielsen...

Pricing variance and volatility swaps for Barndorff-Nielsen and Shephard process driven financial markets

Habtemicael, Semere, SenGupta, Indranil
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Volume:
3
Language:
english
Journal:
International Journal of Financial Engineering
DOI:
10.1142/S2424786316500274
Date:
December, 2016
File:
PDF, 528 KB
english, 2016
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