Pricing variance swaps under a stochastic interest rate and volatility model with regime-switching
| Year of publication: |
2013
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|---|---|
| Authors: | Shen, Yang ; Siu, Tak Kuen |
| Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 7207359. - Vol. 41.2013, 2, p. 180-187
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