Stop the war!Остановите войну!
for scientists:
default search action
Google
Google Scholar
Semantic Scholar
Internet Archive Scholar
CiteSeerX
ORCID"Pricing and hedging of long dated variance swaps under a 3/2 volatility model."
Leunglung Chan, Eckhard Platen (2015)
- Leunglung Chan
, Eckhard Platen:
Pricing and hedging of long dated variance swaps under a 3/2 volatility model. J. Comput. Appl. Math. 278: 181-196 (2015)
a service of 
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
last updated on 2021-02-16 08:57 CET by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint
dblp was originally created in 1993 at:
since 2018, dblp has been operated and maintained by:
the dblp computer science bibliography is funded and supported by:
