Pricing variance swaps under hybrid CEV and stochastic volatility
Work
Year: 2020
Type: article
Authors Jiling Cao, JeongâHoon Kim, Wenjun Zhang
Institutions Auckland University of Technology, Yonsei University
Cites: 33
Cited by: 11
Related to: 10
FWCI: 2.394
Citation percentile (by year/subfield): 73.84
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: closed
Grant ID NRF-2017R1A2B4003226