BibTeX record journals/jcam/CaoKZ21

download as .bib file

@article{DBLP:journals/jcam/CaoKZ21,
  author       = {Jiling Cao and
                  Jeong{-}Hoon Kim and
                  Wenjun Zhang},
  title        = {Pricing variance swaps under hybrid {CEV} and stochastic volatility},
  journal      = {J. Comput. Appl. Math.},
  volume       = {386},
  pages        = {113220},
  year         = {2021},
  url          = {https://doi.org/10.1016/j.cam.2020.113220},
  doi          = {10.1016/J.CAM.2020.113220},
  timestamp    = {Fri, 06 May 2022 23:08:28 +0200},
  biburl       = {https://dblp.org/rec/journals/jcam/CaoKZ21.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.