Analytic solutions for variance swaps with...

Analytic solutions for variance swaps with double-mean-reverting volatility

Kim, See-Woo, Kim, Jeong-Hoon
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Volume:
114
Language:
english
Journal:
Chaos, Solitons & Fractals
DOI:
10.1016/j.chaos.2018.06.024
Date:
September, 2018
File:
PDF, 983 KB
english, 2018
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