A Closed-Form Formula for Pricing Variance Swaps on Commodities
Crossref DOI link: https://doi.org/10.1007/s10013-016-0224-9
Published Online: 2016-09-30
Published Print: 2017-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Weraprasertsakun, Anurak
Rujivan, Sanae
Funding for this research was provided by:
Walailak University (WU 58202)
License valid from 2016-09-30