Pricing Discretely Sampled Variance Swaps with Cap/Floor Under Heston Stochastic Volatility Model
| Year of publication: |
2021
|
|---|---|
| Authors: | Stoykov, Stanislav |
| Published in: |
Wilmott. - Wilmott Magazine Ltd, ISSN 1541-8286, ZDB-ID 2646544-9. - Vol. 2021.2021, 116 (22.11.), p. 84-93
|
| Publisher: |
Wilmott Magazine Ltd |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/wilm.10973 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012808852