Modeling and pricing variance and volatility swaps for stochastic volatility models with jumps
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2007
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Bibliography: p. 94-97
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Zhao, L. (2007). Modeling and pricing variance and volatility swaps for stochastic volatility models with jumps (Master's thesis, University of Calgary, Calgary, Canada). Retrieved from https://prism.ucalgary.ca. doi:10.11575/PRISM/1439