A probabilistic approach for the valuation of variance swaps under stochastic volatility with jump clustering and regime switching
Crossref DOI link: https://doi.org/10.1186/s40854-024-00640-4
Published Online: 2024-08-01
Update policy: https://doi.org/10.1007/springer_crossmark_policy
He, Xin-Jiang
Lin, Sha https://orcid.org/0000-0003-1692-8711
Text and Data Mining valid from 2024-08-01
Version of Record valid from 2024-08-01
Article History
Received: 23 June 2023
Accepted: 7 February 2024
First Online: 1 August 2024
Declarations
:
: The authors declare that they have no competing interests.