AN ANALYTICAL APPROACH FOR VARIANCE SWAPS WITH AN ORNSTEIN–UHLENBECK PROCESS

Publisher: Cambridge University Press

E-ISSN: 1446-8735|59|1|83-102

ISSN: 1446-1811

Source: ANZIAM Journal, Vol.59, Iss.1, 2017-07, pp. : 83-102

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract