Variance swaps on time-changed Lévy processes
| Year of publication: |
2012
|
|---|---|
| Authors: | Carr, Peter ; Lee, Roger ; Wu, Liuren |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 16.2012, 2, p. 335-356
|