Please use this identifier to cite or link to this item:
http://hdl.handle.net/1880/48616| Title: | Modeling and Pricing of Variance and Volatility Swaps for Local Semi-Markov Volatilities in Financial Engineering |
| Authors: | Swishchuk, Anatoliy Manca, Raimondo |
| Issue Date: | 14-Oct-2010 |
| Publisher: | Hindawi Publishing Corporation |
| Citation: | Anatoliy Swishchuk and Raimondo Manca, “Modeling and Pricing of Variance and Volatility Swaps for Local Semi-Markov Volatilities in Financial Engineering,” Mathematical Problems in Engineering, vol. 2010, Article ID 537571, 17 pages, 2010. doi:10.1155/2010/537571. |
| Description: | Article deposited according to Hindawi Publishing Corporation policy in SHERPA/RoMEO, June 14, 2011. |
| URI: | http://hdl.handle.net/1880/48616 |
| Appears in Collections: | Swishchuk, Anatoliy |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Swishchuk_MPE_2010.pdf | 564.66 kB | Adobe PDF | View/Open |
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