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~isPartOf:"Journal of financial economics"
~person:"Filipović, Damir"
~subject:"Option pricing theory"
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Option pricing theory
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Journal of financial economics
Research paper series / Swiss Finance Institute
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Finance and stochastics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Quadratic variance swap models
Filipović, Damir
;
Gourier, Elise
;
Mancini, Loriano
- In:
Journal of financial economics
119
(
2016
)
1
,
pp. 44-68
Persistent link: https://www.econbiz.de/10011589703
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