1. A guide to volatility and variance swaps;K Demeterfi;The Journal of Derivatives,1999
2. Towards a theory of volatility trading, Option Pricing, Interest Rates and Risk Management;P Carr;Handbooks in Mathematical Finance,2001
3. Modeling of variance and volatility swaps for financial markets with stochastic volatilities;A Swishchuk;Wilmott Magazine,2004
4. Modeling and pricing of variance swaps for multi-factor stochastic volatilities with delay;A Swishchuk;Canadian Applied Mathematics,2006