Pricing variance swaps under a stochastic interest rate and volatility model with regime-switching
2013 ◽
Vol 41
(2)
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pp. 180-187
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2017 ◽
Vol 53
(2)
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pp. 555-586
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2016 ◽
Vol 46
(11)
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pp. 5292-5310
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2020 ◽
Vol 537
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pp. 122714
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2017 ◽
Vol 102
(12)
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pp. 3223-3240
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2016 ◽
Vol 277
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pp. 72-81
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2013 ◽
Vol 52
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pp. 114-123
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