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"Variance swap with mean reversion, multifactor stochastic volatility and ..."
Chi Seng Pun, Shing Fung Chung, Hoi Ying Wong (2015)
- Chi Seng Pun
, Shing Fung Chung, Hoi Ying Wong
:
Variance swap with mean reversion, multifactor stochastic volatility and jumps. Eur. J. Oper. Res. 245(2): 571-580 (2015)
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