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The North American Journal of Economics and Finance 2019 / 2

Variance Swaps with Double Exponential Ornstein-Uhlenbeck Stochastic Volatility

Kim, See-Woo, Kim, Jeong-Hoon
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Journal:
The North American Journal of Economics and Finance
DOI:
10.1016/j.najef.2019.01.018
Date:
February, 2019
File:
PDF, 1.32 MB
2019
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