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PRICING VARIANCE SWAPS UNDER DOUBLE HESTON STOCHASTIC VOLATILITY MODEL WITH STOCHASTIC INTEREST RATE.

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Title: PRICING VARIANCE SWAPS UNDER DOUBLE HESTON STOCHASTIC VOLATILITY MODEL WITH STOCHASTIC INTEREST RATE.
Authors: Wu, Huojun1 (AUTHOR) wuhj8023@163.com, Jia, Zhaoli1 (AUTHOR), Yang, Shuquan1 (AUTHOR), Liu, Ce1 (AUTHOR)
Source: Probability in the Engineering & Informational Sciences. Apr2022, Vol. 36 Issue 2, p564-580. 17p.
Database: Mathematics Source
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  Data: PRICING VARIANCE SWAPS UNDER DOUBLE HESTON STOCHASTIC VOLATILITY MODEL WITH STOCHASTIC INTEREST RATE.
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  Data: <searchLink fieldCode="JN" term="%22Probability+in+the+Engineering+%26+Informational+Sciences%22">Probability in the Engineering & Informational Sciences</searchLink>. Apr2022, Vol. 36 Issue 2, p564-580. 17p.
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RecordInfo BibRecord:
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      – Type: doi
        Value: 10.1017/S0269964820000662
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      – Code: eng
        Text: English
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        PageCount: 17
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      – TitleFull: PRICING VARIANCE SWAPS UNDER DOUBLE HESTON STOCHASTIC VOLATILITY MODEL WITH STOCHASTIC INTEREST RATE.
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            NameFull: Wu, Huojun
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            NameFull: Jia, Zhaoli
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            NameFull: Yang, Shuquan
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            – D: 01
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              Text: Apr2022
              Type: published
              Y: 2022
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              Value: 36
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              Value: 2
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