Pricing variance swaps under a stochastic interest rate and volatility model with regime-switching
Pricing variance swaps under a stochastic interest rate and volatility model with regime-switching
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DOI:
10.1016/j.orl.2012.12.008
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发表时间:
2013-03
期刊:
影响因子:
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通讯作者:
Yang Shen;T. Siu
中科院分区:
文献类型:
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作者:
Yang Shen;T. Siu