CLOSED FORM PRICING FORMULAS FOR DISCRETELY SAMPLED GENERALIZED VARIANCE SWAPS

By Wendong Zheng, Yue Kuen Kwok. 2011

90 citations recorded by the source corpus.

Subfields: Demography, Finance

View Paper: https://www.semanticscholar.org/paper/5cd08a36340e41b93dce5f6471415fafcd0a265c