BibTeX record journals/siamfm/CarrLL21

download as .bib file

@article{DBLP:journals/siamfm/CarrLL21,
  author       = {Peter Carr and
                  Roger Lee and
                  Matthew Lorig},
  title        = {Pricing Variance Swaps on Time-Changed Markov Processes},
  journal      = {{SIAM} J. Financial Math.},
  volume       = {12},
  number       = {2},
  pages        = {672--689},
  year         = {2021},
  url          = {https://doi.org/10.1137/20M1344597},
  doi          = {10.1137/20M1344597},
  timestamp    = {Mon, 19 Jul 2021 18:49:55 +0200},
  biburl       = {https://dblp.org/rec/journals/siamfm/CarrLL21.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
a service of  Schloss Dagstuhl - Leibniz Center for Informatics

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.