Publisher: Cambridge University Press
E-ISSN: 2075-1354|3|6|689-701
ISSN: 2070-0733
Source: Advances in Applied Mathematics and Mechanics, Vol.3, Iss.6, 2011-12, pp. : 689-701
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. :