"Variation and share-weighted variation swaps on time-changed Lévy ..."

Peter Carr, Roger Lee (2013)

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DOI: 10.1007/S00780-013-0212-9

access: closed

type: Journal Article

metadata version: 2020-07-22

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Peter Carr, Roger Lee:
Variation and share-weighted variation swaps on time-changed Lévy processes. Finance Stochastics 17(4): 685-716 (2013)

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