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. |
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| 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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