Pricing variance swaps under the Hawkes jump‐diffusion process
| Year of publication: |
2019
|
|---|---|
| Authors: | Liu, Weiyi ; Zhu, Song‐Ping |
| Published in: |
Journal of Futures Markets. - Wiley, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 39.2019, 6 (21.01.), p. 635-655
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/fut.21997 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012082188