Author: Marie Nicolas
Publisher: Edp Sciences
E-ISSN: 1262-3318|18|issue|799-828
ISSN: 1292-8100
Source: ESAIM: Probability and Statistics, Vol.18, Iss.issue, 2014-10, pp. : 799-828
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
A CLOSED-FORM PRICING FORMULA FOR VARIANCE SWAPS WITH MEAN-REVERTING GAUSSIAN VOLATILITY
ANZIAM Journal, Vol. 55, Iss. 4, 2014-09 ,pp. :
Generalized heat equation and applications
Integral Transforms and Special Functions, Vol. 25, Iss. 1, 2014-01 ,pp. :
Generalized CR Equation with a Singularity
By Meziani A.
Complex Variables, Vol. 48, Iss. 9, 2003-09 ,pp. :
A Generalized Cubic Functional Equation
By Sahoo P.
Acta Mathematica Sinica, Vol. 21, Iss. 5, 2005-10 ,pp. :