RESEARCH PAPERS - Pricing options on realized variance in the Heston model with jumps in returns and volatility. Part II. An approximate distribution of discrete variance
| Year of publication: |
2012
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| Authors: | Sepp, Artur |
| Published in: |
The journal of computational finance. - London : Incisive Media, ISSN 1460-1559, ZDB-ID 1433009x. - Vol. 16.2012, 2, p. 3-32
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