"Heston Model: The Variance Swap Calibration."

Florence Guillaume, Wim Schoutens (2014)

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DOI: 10.1007/S10957-013-0331-7

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type: Journal Article

metadata version: 2020-04-07

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Florence Guillaume, Wim Schoutens:
Heston Model: The Variance Swap Calibration. J. Optim. Theory Appl. 161(1): 76-89 (2014)

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