Variance swaps with double exponential Ornstein-Uhlenbeck stochastic volatility

The North American Journal of Economics and Finance - Tập 48 - Trang 149-169 - 2019
See-Woo Kim1, Jeong-Hoon Kim1
1Department of Mathematics, Yonsei University, Seoul 03722, Republic of Korea

Tài liệu tham khảo

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