Pricing variance and volatility swaps with stochastic volatility, stochastic interest rate and regime switching
2020 ◽
Vol 537
◽
pp. 122714
Keyword(s):
2017 ◽
Vol 53
(2)
◽
pp. 555-586
◽
2019 ◽
Vol 97
(3)
◽
pp. 638-655
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2019 ◽
Vol 37
(1)
◽
pp. 283-292
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2011 ◽
Vol 375
(2)
◽
pp. 510-522
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Keyword(s):
2016 ◽
Vol 46
(11)
◽
pp. 5292-5310
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Keyword(s):
2020 ◽
Vol 16
(1)
◽
pp. 71-101