Document is current

Any future updates will be listed below

Valuations of Variance and Volatility Swaps Under Double Heston Jump-Diffusion Model With Approximative Fractional Stochastic Volatility

Crossref DOI link: https://doi.org/10.1007/s10614-023-10374-7

Published Online: 2023-03-30

Published Print: 2024-04

Update policy: https://doi.org/10.1007/springer_crossmark_policy

About CrossMark