"A series-form solution for pricing variance and volatility swaps with ..."

Xin-Jiang He, Song-Ping Zhu (2018)

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DOI: 10.1016/J.CAMWA.2018.08.022

access: closed

type: Journal Article

metadata version: 2020-02-17

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Xin-Jiang He, Song-Ping Zhu:
A series-form solution for pricing variance and volatility swaps with stochastic volatility and stochastic interest rate. Comput. Math. Appl. 76(9): 2223-2234 (2018)

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