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"Analytically pricing volatility swaps under stochastic volatility."

Song-Ping Zhu, Guang-Hua Lian (2015)

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DOI: 10.1016/J.CAM.2015.04.036

access: open

type: Journal Article

metadata version: 2021-02-16

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  - journals/jcam/ZhuL15
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  - https://dblp.org/rec/journals/jcam/ZhuL15
Song-Ping Zhu, Guang-Hua Lian:
Analytically pricing volatility swaps under stochastic volatility. J. Comput. Appl. Math. 288: 332-340 (2015)

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