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~isPartOf:"Journal of economic dynamics & control"
~language:"eng"
~person:"Chiarella, Carl"
~person:"Creedy, John"
~subject:"Australia"
~subject:"Volatility"
~type_genre:"Article in journal"
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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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