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World Scientific Publishing Co. Pte. Ltd.
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Modeling and Pricing of Swaps for Financial and Energy Markets with Stochastic Volatilities
Swishchuk, Anatoliy
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World Scientific Publishing Co. Pte. Ltd.
the COGARCH(1,1) Model</li> <li>Variance and Volatility Swaps for Volatilities Driven by
Fractional
Brownian
Motion
…
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