Variance and volatility swaps for levy process based stochastic volatilities

Date
2010
Journal Title
Journal ISSN
Volume Title
Publisher
Abstract
Description
Bibliography: p. 93-98
Keywords
Citation
Couch, M. N. (2010). Variance and volatility swaps for levy process based stochastic volatilities (Master's thesis, University of Calgary, Calgary, Canada). Retrieved from https://prism.ucalgary.ca. doi:10.11575/PRISM/3781
Collections