Funder
National Research Foundation of Korea
Publisher
Springer Science and Business Media LLC
Subject
Computer Science Applications,Economics, Econometrics and Finance (miscellaneous)
Reference36 articles.
1. Ackerer, D., Filipović, D., & Pulido, S. (2018). The jacobi stochastic volatility model. Finance and Stochastics, 22(3), 667–700.
2. Benhamou, E., Gobet, E., & Miri, M. (2010). Time dependent heston model. SIAM Journal on Financial Mathematics, 1(1), 289–325.
3. Bracewell, R. (2000). The Fourier transform and its applications (3rd ed.). New York: McGraw-Hill.
4. Broadie, M., & Jain, A. (2008). The effect of jumps and discrete sampling on volatility and variance swaps. International Journal of Theoretical and Applied Finance, 11(08), 761–797.
5. Brockhaus, O., & Long, D. (2000). Volatility swaps made simple. Risk-London-Risk Magazine Limited, 13(1), 92–95.
Cited by
1 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献