Pricing Swaps on Discrete Realized Higher Moments Under the Lévy Process
Crossref DOI link: https://doi.org/10.1007/s10614-017-9753-x
Published Online: 2017-09-21
Published Print: 2019-02
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Zhu, Wenli
Ruan, Xinfeng
Text and Data Mining valid from 2017-09-21
Article History
Accepted: 15 September 2017
First Online: 21 September 2017