"On the valuation of variance swaps with stochastic volatility."

Song-Ping Zhu, Guang-Hua Lian (2012)

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DOI: 10.1016/J.AMC.2012.08.006

access: closed

type: Journal Article

metadata version: 2020-02-21

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Song-Ping Zhu, Guang-Hua Lian:
On the valuation of variance swaps with stochastic volatility. Appl. Math. Comput. 219(4): 1654-1669 (2012)

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