Valuations of generalized variance swaps under the jump–diffusion model with stochastic liquidity risk
| Autor: | Wang, Ke, Guo, Xun-xiang, Zhang, Hong-yu |
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| Zdroj: | In North American Journal of Economics and Finance July 2024 73 |
| Databáze: | ScienceDirect |
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Full Text from ScienceDirect