VARIANCE AND VOLATILITY SWAPS UNDER A TWO-FACTOR STOCHASTIC VOLATILITY MODEL WITH REGIME SWITCHING

DOI10.1142/S0219024919500092zbMath1411.91557OpenAlexW2913187600MaRDI QIDQ5384677

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Publication date: 24 June 2019

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219024919500092

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