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"Variance swaps with mean reversion and multi-factor variance."
Bin Wu, Pengzhan Chen, Wuyi Ye (2024)
- Bin Wu, Pengzhan Chen, Wuyi Ye:
Variance swaps with mean reversion and multi-factor variance. Eur. J. Oper. Res. 315(1): 191-212 (2024)
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