Options on realized variance in Log-OU models
Year of publication: |
2012
|
---|---|
Authors: | Drimus, Gabriel |
Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 19.2012, 5/6, p. 477-494
|
Subject: | Swap | Optionspreistheorie | Option pricing theory | Varianzanalyse | Analysis of variance |
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