A series-form solution for pricing variance and volatility...

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Computers & Mathematics with Applications 2018 / 8

A series-form solution for pricing variance and volatility swaps with stochastic volatility and stochastic interest rate

He, Xin-Jiang, Zhu, Song-Ping
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Language:
english
Journal:
Computers & Mathematics with Applications
DOI:
10.1016/j.camwa.2018.08.022
Date:
August, 2018
File:
PDF, 411 KB
english, 2018
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