Variance and volatility swaps and options under the exponential fractional Ornstein–Uhlenbeck model
| Autor: | Kim, Hyun-Gyoon, Kim, See-Woo, Kim, Jeong-Hoon |
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| Zdroj: | In North American Journal of Economics and Finance May 2024 72 |
| Databáze: | ScienceDirect |
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Full Text from ScienceDirect