Variance swaps with double exponential Ornstein-Uhlenbeck stochastic volatility

See-Woo Kim, Jeong-Hoon Kim

Year of publication:	2019
Authors:	Kim, See-Woo ; Kim, Jeong-Hoon
Published in:	The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 48.2019, p. 149-169
Subject:	Ornstein-Uhlenbeck process \| Sampling frequency \| Stochastic volatility \| Variance swap \| Stochastischer Prozess \| Stochastic process \| Volatilität \| Volatility \| Swap \| Optionspreistheorie \| Option pricing theory \| Stichprobenerhebung \| Sampling

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