Volatility and Variance Swap Using Superposition of the Barndorff-Nielsen and Shephard type Lévy Processes
Crossref DOI link: https://doi.org/10.1007/s13571-017-0145-y
Published Online: 2017-10-30
Published Print: 2019-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Habtemicael, Semere
Ghebremichael, Musie
SenGupta, Indranil
Text and Data Mining valid from 2017-10-30
Article History
Received: 27 April 2017
First Online: 30 October 2017