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Pricing volatility swaps in the Heston's stochastic volatility model with regime switching : a
saddlepoint
approximation
method
Zhang, Mengzhe
;
Chan, Leunglung
- In:
International journal of financial engineering
3
(
2016
)
4
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011673092
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