AN ANALYTICAL APPROACH FOR VARIANCE SWAPS WITH AN ORNSTEIN–UHLENBECK PROCESS
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Publication:5370813
DOI10.1017/S1446181117000268zbMath1415.91279OpenAlexW2737303156MaRDI QIDQ5370813
Publication date: 20 October 2017
Published in: The ANZIAM Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s1446181117000268
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