Pricing Volatility Swaps Under Heston's Stochastic Volatility Model with Regime Switching
| Year of publication: |
2007
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|---|---|
| Authors: | Elliott, Robert ; Siu, Tak Kuen ; Chan, Leunglung |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 14.2007, 1, p. 41-62
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