A Time-Dependent Variance Model for Pricing Variance and Volatility Swaps
Year of publication: |
2011
|
---|---|
Authors: | Goard, Joanna |
Published in: |
Applied Mathematical Finance. - Taylor & Francis Journals, ISSN 1350-486X. - Vol. 18.2011, 1, p. 51-70
|
Publisher: |
Taylor & Francis Journals |
Subject: | variance swap | volatility swap | stochastic variance |
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