Pricing variance swaps under the Hawkes jump‐diffusion process
Author:
Affiliation:
1. School of Finance, Capital University of Economics and BusinessBeijing China
2. School of Mathematics and Applied Statistics, University of WollongongWollongong New South Wales Australia
Funder
National Natural Science Foundation of China
Publisher
Wiley
Subject
Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1002/fut.21997
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