"Analytically pricing variance and volatility swaps with stochastic ..."

Sha Lin, Xin-Jiang He (2023)

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DOI: 10.1016/J.ESWA.2023.119592

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type: Journal Article

metadata version: 2024-05-07

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Sha Lin, Xin-Jiang He:
Analytically pricing variance and volatility swaps with stochastic volatility, stochastic equilibrium level and regime switching. Expert Syst. Appl. 217: 119592 (2023)

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