Pricing variance and volatility swaps in a stochastic volatility model with regime switching: discrete observations case

Published 2012 View Full Article

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Title
Pricing variance and volatility swaps in a stochastic volatility model with regime switching: discrete observations case
Authors
Keywords
-
Journal
QUANTITATIVE FINANCE
Volume 13, Issue 5, Pages 687-698
Publisher
Informa UK Limited
Online
2012-05-18
DOI
10.1080/14697688.2012.676208

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