Modeling and Pricing of Variance and Volatility Swaps for Stochastic Volatilities Driven by Fractional Brownian Motion
2014 ◽
Vol 51
(1)
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pp. 1-18
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2019 ◽
Vol 522
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pp. 215-231
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2021 ◽
Vol 37
(7)
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pp. 1156-1170
2019 ◽
Vol 2019
(1)
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2020 ◽
Vol 1645
◽
pp. 012004
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