A New Analytical Approach for Pricing Variance and Volatility Swaps: Incorporating Liquidity and Self‐Exciting Jumps.
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| Title: | A New Analytical Approach for Pricing Variance and Volatility Swaps: Incorporating Liquidity and Self‐Exciting Jumps. |
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| Authors: | He, Xin‐Jiang1,2 (AUTHOR), Yan, Dong3 (AUTHOR), Lin, Sha4,5 (AUTHOR) linsha@mail.zjgsu.edu.cn |
| Source: | Journal of Futures Markets. Jun2026, p1. 15p. 10 Illustrations. |
| Database: | Business Source Ultimate |
| ISSN: | 02707314 |
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| DOI: | 10.1002/fut.70120 |
