Pricing Variance Swaps in a Hybrid Model of Stochastic Volatility and Interest Rate with Regime-Switching
Crossref DOI link: https://doi.org/10.1007/s11009-018-9624-5
Published Online: 2018-03-06
Published Print: 2018-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Cao, Jiling
Roslan, Teh Raihana Nazirah
Zhang, Wenjun http://orcid.org/0000-0001-7992-8204
Text and Data Mining valid from 2018-03-06
Article History
Received: 17 August 2017
Revised: 21 January 2018
Accepted: 25 February 2018
First Online: 6 March 2018