Variance and volatility swaps valuations with the stochastic liquidity risk
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Publication:2068493
DOI10.1016/j.physa.2020.125679OpenAlexW3111150757MaRDI QIDQ2068493
Jian-hao Kang, De-xuan Xu, Ben-Zhang Yang, Nan-Jing Huang
Publication date: 19 January 2022
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.physa.2020.125679
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