Pricing variance swaps under stochastic volatility with an Ornstein-Uhlenbeck process
Crossref DOI link: https://doi.org/10.1007/s11424-015-3165-6
Published Online: 2015-06-06
Published Print: 2015-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Jia, Zhaoli
Bi, Xiuchun
Zhang, Shuguang
Text and Data Mining valid from 2015-06-06