Variance Swaps with Double Exponential Ornstein-Uhlenbeck Stochastic Volatility
Kim, See-Woo, Kim, Jeong-HoonLanguage:
english
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
english, 2019