Variance swaps on time-changed Lévy processes

标题
Variance swaps on time-changed Lévy processes
作者
关键词
-
出版物
FINANCE AND STOCHASTICS
Volume 16, Issue 2, Pages 335-355
出版商
Springer Nature
发表日期
2011-03-23
DOI
10.1007/s00780-011-0157-9

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