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person:"Chiarella, Carl"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Research paper / Quantitative Finance Research Group, University of Technology Sydney"
~subject:"Realized variance"
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Journal of economic dynamics & control
Research paper / Quantitative Finance Research Group, University of Technology Sydney
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Volatility swaps and volatility options on discretely sampled realized variance
Lian, Guanghua
;
Chiarella, Carl
;
Kalev, Petko S.
- In:
Journal of economic dynamics & control
47
(
2014
),
pp. 239-262
Persistent link: https://www.econbiz.de/10010485855
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