Variance swaps, volatility swaps, hedging and bounds under multi-factor Heston stochastic volatility model
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Publication:4986444
DOI10.1080/07362994.2020.1730903zbMath1470.91279OpenAlexW3009755641MaRDI QIDQ4986444
Publication date: 27 April 2021
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362994.2020.1730903
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