Valuing Volatility and Variance Swaps for a Non-Gaussian Ornstein-Uhlenbeck Stochastic Volatility Model
| Year of publication: |
2007
|
|---|---|
| Authors: | Benth, Fred Espen ; Groth, Martin ; Kufakunesu, Rodwell |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 14.2007, 4, p. 347
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