Author:
Lian Guanghua,Chiarella Carl,Kalev Petko S.
Subject
Applied Mathematics,Control and Optimization,Economics and Econometrics
Reference47 articles.
1. Pricing timer options;Bernard;J. Comput. Finance,2011
2. Prices and asymptotics for discrete variance swaps;Bernard;Appl. Math. Finance,2014
3. The effect of jumps and discrete sampling on volatility and variance swaps;Broadie;Int. J. Theor. Appl. Finance,2008
4. Volatility swaps made simple;Brockhaus;Risk,2000
5. Pricing options on realized variance;Carr;Finance Stoch.,2005
Cited by
18 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