Asymptotic and exact pricing of options on variance
| Year of publication: |
2012
|
|---|---|
| Authors: | Keller-Ressel, Martin ; Muhle-Karbe, Johannes |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 17.2012, 1, p. 107-133
|