Modeling and Pricing of Variance and Volatility Swaps for Local Semi-Markov Volatilities in Financial Engineering

Download

Swishchuk_MPE_2010.pdf (564.6Kb)

Author

Swishchuk, Anatoliy
Manca, Raimondo

Accessioned

2011-06-14T15:51:04Z

Available

2011-06-14T15:51:04Z

Issued

2010-10-14

Type

journal article

Metadata

Show full item record



Corporate

University of Calgary

Faculty

Science

Url

http://www.hindawi.com/journals/

Publisher

Hindawi Publishing Corporation

Uri

http://hdl.handle.net/1880/48616

Collections

• Science Research & Publications