Pricing variance and volatility swaps in a stochastic volatility model with regime switching: discrete observations case

By Robert J. R. Elliott, Guang-Hua Lian. 2013

99 citations recorded by the source corpus.

Subfields: Demography, Finance

View Paper: https://www.semanticscholar.org/paper/9c4b9dc11e98e547f8117c12d5f682f65ef2c52a