Narrow search
Showing 1 - 3 of 3
Cover Image
Variance swaps with double exponential Ornstein-Uhlenbeck stochastic volatility
Kim, See-Woo; Kim, Jeong-Hoon - In: The North American journal of economics and finance : a … 48 (2019), pp. 149-169
Persistent link: https://www.econbiz.de/10012120223
Cover Image
Variance swaps with deterministic and stochastic correlations
Han, Ah-Reum; Kim, Jeong-Hoon; Kim, See-Woo - In: Computational economics 57 (2021) 4, pp. 1059-1092
Persistent link: https://www.econbiz.de/10012543256
Cover Image
Variance and volatility swaps and options under the exponential fractional Ornstein-Uhlenbeck model
Kim, Hyun-Gyoon; Kim, See-Woo; Kim, Jeong-Hoon - In: The North American journal of economics and finance : a … 72 (2024), pp. 1-18
Persistent link: https://www.econbiz.de/10014534851