Closed-form variance swap prices under general affine GARCH models and their continuous-time limits

Closed-form variance swap prices under general affine GARCH models and their continuous-time limits

Badescu, A.
annals of operations research 2019 Vol. 282 pp. 27-57
193
badescu2019closedformannals

Citation

ID: 69896
Ref Key: badescu2019closedformannals
Use this key to autocite in SciMatic or Thesis Manager

References

Blockchain Verification

Account:
NFT Contract Address:
0x95644003c57E6F55A65596E3D9Eac6813e3566dA
Article ID:
69896
Unique Identifier:
10.1007/s10479-018-2941-9
Network:
Scimatic Chain (ID: 481)
Loading...
Blockchain Readiness Checklist
Authors
Abstract
Journal Name
Year
Title
4/5
Blockchain Upload Locked

Complete all 5 checklist items to tokenize your article

Saymatik Web3.0 Wallet