Discrete variance swap in a rough volatility economy
| Year of publication: |
2021
|
|---|---|
| Authors: | Xi, Yiru ; Wong, Hoi Ying |
| Published in: |
Journal of Futures Markets. - Wiley, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 41.2021, 10 (30.06.), p. 1640-1654
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/fut.22242 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012632621