Analytic solutions for variance swaps with double-mean-reverting volatility
Kim, See-Woo, Kim, Jeong-HoonVolume:
114
Language:
english
Journal:
Chaos, Solitons & Fractals
DOI:
10.1016/j.chaos.2018.06.024
Date:
September, 2018
File:
PDF, 983 KB
english, 2018