PRICING OPTIONS ON VARIANCE IN AFFINE STOCHASTIC VOLATILITY MODELS
| Year of publication: |
2011
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|---|---|
| Authors: | Kallsen, Jan ; Muhle‐Karbe, Johannes ; Voß, Moritz |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 10731945. - Vol. 21.2011, 4, p. 627-642
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